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% | 4.30 CHF | 4.31 CHF | 29'190 | 29'190 | 28'774 | 28'774 | 124'305 CHF | 124'593 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 29'120 | 29'120 | 28'841 | 28'841 | 124'107 CHF | 124'396 CHF | 97.77% | 97.77% |
11.07.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 29'190 | 29'190 | 29'018 | 29'018 | 123'735 CHF | 124'025 CHF | 98.93% | 98.93% |
10.07.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 29'590 | 29'590 | 29'414 | 29'414 | 122'934 CHF | 123'228 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 29'890 | 29'890 | 29'655 | 29'655 | 122'522 CHF | 122'819 CHF | 99.51% | 99.51% |
08.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 29'670 | 29'670 | 29'333 | 29'333 | 122'874 CHF | 123'167 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 29'780 | 29'780 | 29'442 | 29'442 | 122'999 CHF | 123'294 CHF | 99.69% | 99.69% |
04.07.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 29'630 | 29'630 | 29'283 | 29'283 | 123'183 CHF | 123'476 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 29'700 | 29'700 | 29'582 | 29'582 | 122'807 CHF | 123'103 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 30'100 | 30'100 | 30'025 | 30'025 | 121'771 CHF | 122'072 CHF | 99.91% | 99.91% |