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% | 4.64 CHF | 4.65 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 303'520 CHF | 304'175 CHF | 100.00% | 100.00% |
12.07.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 65'000 | 65'000 | 64'390 | 64'390 | 306'532 CHF | 307'177 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 65'000 | 65'000 | 64'818 | 64'818 | 302'583 CHF | 303'232 CHF | 99.34% | 99.34% |
10.07.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 65'000 | 65'000 | 65'352 | 65'352 | 300'771 CHF | 301'425 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 65'000 | 65'000 | 65'087 | 65'087 | 302'566 CHF | 303'218 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 301'691 CHF | 302'336 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 64'000 | 64'000 | 63'399 | 63'399 | 306'320 CHF | 306'955 CHF | 99.85% | 99.85% |
04.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 64'000 | 64'000 | 63'425 | 63'425 | 303'897 CHF | 304'532 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 65'000 | 65'000 | 63'748 | 63'748 | 303'584 CHF | 304'222 CHF | 99.82% | 99.82% |
02.07.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 64'000 | 64'000 | 62'796 | 62'796 | 304'670 CHF | 305'299 CHF | 99.78% | 99.78% |