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% | 4.78 CHF | 4.79 CHF | 66'000 | 66'000 | 65'384 | 65'384 | 312'551 CHF | 313'206 CHF | 100.00% | 100.00% |
12.07.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 65'000 | 65'000 | 64'390 | 64'390 | 315'436 CHF | 316'080 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 65'000 | 65'000 | 64'830 | 64'830 | 311'609 CHF | 312'258 CHF | 99.89% | 99.89% |
10.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 65'000 | 65'000 | 65'352 | 65'352 | 309'836 CHF | 310'490 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 65'000 | 65'000 | 65'121 | 65'121 | 311'736 CHF | 312'388 CHF | 99.93% | 99.93% |
08.07.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 310'614 CHF | 311'258 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 315'100 CHF | 315'735 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 64'000 | 64'000 | 63'449 | 63'449 | 312'828 CHF | 313'463 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 65'000 | 65'000 | 63'733 | 63'733 | 312'374 CHF | 313'012 CHF | 100.00% | 100.00% |
02.07.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 64'000 | 64'000 | 62'799 | 62'799 | 313'435 CHF | 314'063 CHF | 99.72% | 99.72% |