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% | 4.33 CHF | 4.34 CHF | 29'190 | 29'190 | 28'771 | 28'771 | 125'114 CHF | 125'402 CHF | 99.09% | 99.09% |
12.07.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 29'120 | 29'120 | 28'846 | 28'846 | 124'943 CHF | 125'232 CHF | 97.80% | 97.80% |
11.07.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 29'190 | 29'190 | 29'018 | 29'018 | 124'586 CHF | 124'876 CHF | 98.52% | 98.52% |
10.07.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 29'590 | 29'590 | 29'413 | 29'413 | 123'777 CHF | 124'072 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 29'950 | 29'950 | 29'659 | 29'659 | 123'392 CHF | 123'689 CHF | 99.51% | 99.51% |
08.07.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 29'670 | 29'670 | 29'332 | 29'332 | 123'691 CHF | 123'984 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 29'770 | 29'770 | 29'441 | 29'441 | 123'856 CHF | 124'151 CHF | 99.77% | 99.77% |
04.07.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 29'630 | 29'630 | 29'287 | 29'287 | 124'049 CHF | 124'342 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 29'700 | 29'700 | 29'581 | 29'581 | 123'627 CHF | 123'923 CHF | 99.82% | 99.82% |
02.07.2024 | 0.25% | 4.13 CHF | 4.14 CHF | 30'100 | 30'100 | 30'025 | 30'025 | 122'640 CHF | 122'940 CHF | 100.00% | 100.00% |