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 | 0.45% | 4.39 CHF | 4.41 CHF | 30'800 | 30'800 | 30'673 | 30'673 | 135'023 CHF | 135'636 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 4.58 CHF | 4.60 CHF | 31'800 | 31'800 | 31'669 | 31'669 | 142'879 CHF | 143'512 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 4.27 CHF | 4.29 CHF | 30'900 | 30'900 | 30'773 | 30'773 | 134'529 CHF | 135'144 CHF | 99.98% | 99.98% |
10.07.2024 | 0.46% | 4.47 CHF | 4.49 CHF | 32'800 | 32'800 | 32'666 | 32'666 | 142'335 CHF | 142'988 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 4.14 CHF | 4.16 CHF | 31'000 | 31'000 | 30'443 | 30'443 | 128'528 CHF | 129'137 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 4.47 CHF | 4.49 CHF | 30'800 | 30'800 | 30'673 | 30'673 | 141'103 CHF | 141'716 CHF | 99.99% | 99.99% |
05.07.2024 | 0.44% | 4.46 CHF | 4.48 CHF | 31'500 | 31'500 | 31'370 | 31'370 | 140'871 CHF | 141'499 CHF | 99.99% | 99.99% |
04.07.2024 | 0.45% | 4.37 CHF | 4.39 CHF | 31'400 | 31'400 | 31'271 | 31'271 | 137'290 CHF | 137'915 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 4.35 CHF | 4.37 CHF | 33'700 | 33'700 | 34'017 | 34'017 | 142'431 CHF | 143'111 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 4.02 CHF | 4.04 CHF | 32'700 | 32'700 | 32'565 | 32'565 | 131'087 CHF | 131'738 CHF | 99.98% | 99.98% |