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 | 0.42% | 4.81 CHF | 4.83 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 287'775 CHF | 288'972 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 4.77 CHF | 4.79 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 283'984 CHF | 285'188 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 4.68 CHF | 4.70 CHF | 61'000 | 61'000 | 60'966 | 60'966 | 282'566 CHF | 283'786 CHF | 99.82% | 99.82% |
10.07.2024 | 0.44% | 4.55 CHF | 4.57 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 279'929 CHF | 281'169 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 4.54 CHF | 4.56 CHF | 62'000 | 62'000 | 61'115 | 61'115 | 281'533 CHF | 282'756 CHF | 99.77% | 99.77% |
08.07.2024 | 0.43% | 4.60 CHF | 4.62 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 280'646 CHF | 281'869 CHF | 99.99% | 99.99% |
05.07.2024 | 0.44% | 4.47 CHF | 4.49 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 280'236 CHF | 281'475 CHF | 99.80% | 99.80% |
04.07.2024 | 0.44% | 4.51 CHF | 4.53 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 278'564 CHF | 279'804 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 4.41 CHF | 4.43 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 275'566 CHF | 276'827 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 4.30 CHF | 4.32 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 271'810 CHF | 273'090 CHF | 100.00% | 100.00% |