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 | 0.23% | 4.36 CHF | 4.37 CHF | 66'000 | 66'000 | 65'382 | 65'382 | 285'468 CHF | 286'123 CHF | 99.98% | 99.98% |
12.07.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 65'000 | 65'000 | 64'392 | 64'392 | 288'762 CHF | 289'407 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 65'000 | 65'000 | 64'802 | 64'802 | 284'572 CHF | 285'220 CHF | 99.81% | 99.81% |
10.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 65'000 | 65'000 | 65'351 | 65'351 | 282'657 CHF | 283'311 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 65'000 | 65'000 | 65'092 | 65'092 | 284'551 CHF | 285'203 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 283'908 CHF | 284'553 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 64'000 | 64'000 | 63'399 | 63'399 | 288'761 CHF | 289'395 CHF | 99.88% | 99.88% |
04.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 64'000 | 64'000 | 63'414 | 63'414 | 286'255 CHF | 286'890 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 65'000 | 65'000 | 63'769 | 63'769 | 285'959 CHF | 286'597 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 64'000 | 64'000 | 62'789 | 62'789 | 287'138 CHF | 287'766 CHF | 99.96% | 99.96% |