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 | 0.21% | 4.85 CHF | 4.86 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 317'168 CHF | 317'823 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 65'000 | 65'000 | 64'390 | 64'390 | 319'999 CHF | 320'643 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 65'000 | 65'000 | 64'824 | 64'824 | 316'180 CHF | 316'829 CHF | 99.44% | 99.44% |
10.07.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 65'000 | 65'000 | 65'352 | 65'352 | 314'486 CHF | 315'140 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 65'000 | 65'000 | 65'102 | 65'102 | 316'297 CHF | 316'949 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 315'178 CHF | 315'823 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 319'569 CHF | 320'203 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 64'000 | 64'000 | 63'457 | 63'457 | 317'379 CHF | 318'014 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 65'000 | 65'000 | 63'733 | 63'733 | 316'950 CHF | 317'588 CHF | 99.82% | 99.82% |
02.07.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 64'000 | 64'000 | 62'794 | 62'794 | 317'904 CHF | 318'532 CHF | 99.96% | 99.96% |