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 | 0.20% | 4.95 CHF | 4.96 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 358'344 CHF | 359'064 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 356'729 CHF | 357'449 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 72'000 | 72'000 | 71'932 | 71'932 | 352'796 CHF | 353'516 CHF | 100.00% | 100.00% |
10.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 345'437 CHF | 346'157 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 72'000 | 72'000 | 72'375 | 72'375 | 342'834 CHF | 343'559 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 72'000 | 72'000 | 72'055 | 72'055 | 346'525 CHF | 347'245 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 345'384 CHF | 346'104 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 348'028 CHF | 348'748 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 72'000 | 72'000 | 72'247 | 72'247 | 344'074 CHF | 344'797 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.70 CHF | 4.71 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 352'857 CHF | 353'617 CHF | 99.98% | 99.98% |