Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 197'673 CHF | 198'122 CHF | 99.99% | 99.99% |
12.07.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 196'661 CHF | 197'111 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 45'000 | 45'000 | 44'894 | 44'894 | 198'196 CHF | 198'645 CHF | 99.99% | 99.99% |
10.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 196'665 CHF | 197'115 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 194'981 CHF | 195'431 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 195'067 CHF | 195'517 CHF | 99.68% | 99.68% |
05.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 195'310 CHF | 195'770 CHF | 100.00% | 100.00% |
04.07.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 195'005 CHF | 195'465 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 191'947 CHF | 192'409 CHF | 100.00% | 100.00% |
02.07.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 193'764 CHF | 194'224 CHF | 100.00% | 100.00% |