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% | 4.16 CHF | 4.17 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 271'912 CHF | 272'567 CHF | 99.99% | 99.99% |
12.07.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 275'399 CHF | 276'043 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 65'000 | 65'000 | 64'898 | 64'898 | 271'535 CHF | 272'184 CHF | 99.72% | 99.72% |
10.07.2024 | 0.25% | 4.19 CHF | 4.20 CHF | 65'000 | 65'000 | 65'355 | 65'355 | 269'096 CHF | 269'751 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 65'000 | 65'000 | 65'156 | 65'156 | 271'281 CHF | 271'933 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 270'559 CHF | 271'204 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 64'000 | 64'000 | 63'399 | 63'399 | 275'581 CHF | 276'215 CHF | 99.83% | 99.83% |
04.07.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 64'000 | 64'000 | 63'444 | 63'444 | 273'176 CHF | 273'811 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 65'000 | 65'000 | 63'820 | 63'820 | 272'876 CHF | 273'515 CHF | 99.98% | 99.98% |
02.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 64'000 | 64'000 | 62'780 | 62'780 | 273'973 CHF | 274'601 CHF | 99.80% | 99.80% |