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% | 4.22 CHF | 4.23 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 276'415 CHF | 277'070 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 279'830 CHF | 280'474 CHF | 99.98% | 99.98% |
11.07.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 65'000 | 65'000 | 64'885 | 64'885 | 275'939 CHF | 276'589 CHF | 99.82% | 99.82% |
10.07.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 65'000 | 65'000 | 65'349 | 65'349 | 273'572 CHF | 274'227 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 65'000 | 65'000 | 65'092 | 65'092 | 275'505 CHF | 276'157 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 65'000 | 65'000 | 64'388 | 64'388 | 274'991 CHF | 275'635 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 64'000 | 64'000 | 63'400 | 63'400 | 279'969 CHF | 280'604 CHF | 100.00% | 100.00% |
04.07.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 64'000 | 64'000 | 63'450 | 63'450 | 277'587 CHF | 278'222 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 65'000 | 65'000 | 63'752 | 63'752 | 276'998 CHF | 277'636 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 64'000 | 64'000 | 62'785 | 62'785 | 278'358 CHF | 278'986 CHF | 99.93% | 99.93% |