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 | 0.22% | 4.63 CHF | 4.64 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 373'795 CHF | 374'605 CHF | 100.00% | 100.00% |
12.07.2024 | 0.21% | 4.64 CHF | 4.65 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 374'274 CHF | 375'080 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 82'000 | 82'000 | 81'580 | 81'580 | 372'513 CHF | 373'329 CHF | 99.99% | 99.99% |
10.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 372'163 CHF | 372'974 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 81'000 | 81'000 | 81'117 | 81'117 | 374'035 CHF | 374'846 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 376'906 CHF | 377'696 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 376'967 CHF | 377'749 CHF | 99.81% | 99.81% |
04.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 378'164 CHF | 378'950 CHF | 99.50% | 99.50% |
03.07.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 375'744 CHF | 376'536 CHF | 99.36% | 99.36% |
02.07.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 374'757 CHF | 375'561 CHF | 100.00% | 100.00% |