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 | 0.43% | 4.67 CHF | 4.69 CHF | 21'000 | 21'000 | 20'928 | 20'928 | 97'775 CHF | 98'193 CHF | 98.92% | 98.92% |
12.07.2024 | 0.42% | 4.69 CHF | 4.71 CHF | 21'500 | 21'500 | 22'144 | 22'144 | 104'030 CHF | 104'473 CHF | 98.65% | 98.65% |
11.07.2024 | 0.42% | 4.71 CHF | 4.73 CHF | 23'000 | 23'000 | 22'759 | 22'759 | 107'222 CHF | 107'677 CHF | 98.72% | 98.72% |
10.07.2024 | 0.42% | 4.69 CHF | 4.71 CHF | 22'000 | 22'000 | 22'550 | 22'550 | 106'166 CHF | 106'617 CHF | 98.95% | 98.95% |
09.07.2024 | 0.43% | 4.72 CHF | 4.74 CHF | 23'000 | 23'000 | 22'557 | 22'557 | 106'377 CHF | 106'829 CHF | 90.43% | 100.00% |
08.07.2024 | 0.43% | 4.72 CHF | 4.74 CHF | 23'000 | 23'000 | 22'213 | 22'213 | 104'675 CHF | 105'119 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 4.71 CHF | 4.73 CHF | 22'500 | 22'500 | 22'713 | 22'713 | 107'193 CHF | 107'648 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 4.73 CHF | 4.75 CHF | 23'500 | 23'500 | 22'927 | 22'927 | 108'301 CHF | 108'760 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 4.72 CHF | 4.74 CHF | 23'000 | 23'000 | 21'986 | 21'986 | 103'516 CHF | 103'956 CHF | 98.70% | 98.70% |
02.07.2024 | 0.43% | 4.68 CHF | 4.70 CHF | 21'000 | 21'000 | 21'006 | 21'006 | 98'484 CHF | 98'905 CHF | 100.00% | 100.00% |