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 | 0.24% | 4.19 CHF | 4.20 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 189'490 CHF | 189'939 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 188'467 CHF | 188'917 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 45'000 | 45'000 | 44'895 | 44'895 | 190'032 CHF | 190'481 CHF | 99.98% | 99.98% |
10.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 188'443 CHF | 188'893 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 186'781 CHF | 187'231 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 186'853 CHF | 187'303 CHF | 99.73% | 99.73% |
05.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 186'908 CHF | 187'368 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 186'538 CHF | 186'998 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 46'000 | 46'000 | 46'243 | 46'243 | 183'452 CHF | 183'915 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 185'320 CHF | 185'780 CHF | 100.00% | 100.00% |