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% | 4.14 CHF | 4.15 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 187'429 CHF | 187'878 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 186'416 CHF | 186'866 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 45'000 | 45'000 | 44'893 | 44'893 | 187'964 CHF | 188'413 CHF | 99.98% | 99.98% |
10.07.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 186'400 CHF | 186'850 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 45'000 | 45'000 | 44'947 | 44'947 | 184'764 CHF | 185'214 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 45'000 | 45'000 | 45'006 | 45'006 | 184'808 CHF | 185'258 CHF | 99.67% | 99.67% |
05.07.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 184'855 CHF | 185'315 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 184'529 CHF | 184'989 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 46'000 | 46'000 | 46'242 | 46'242 | 181'423 CHF | 181'886 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 183'295 CHF | 183'755 CHF | 100.00% | 100.00% |