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 | 0.25% | 4.00 CHF | 4.01 CHF | 36'000 | 36'000 | 36'042 | 36'042 | 145'322 CHF | 145'683 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 36'000 | 36'000 | 36'783 | 36'783 | 144'907 CHF | 145'275 CHF | 100.00% | 100.00% |
11.07.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 37'000 | 37'000 | 36'829 | 36'829 | 145'552 CHF | 145'920 CHF | 99.99% | 99.99% |
10.07.2024 | 0.24% | 3.94 CHF | 3.95 CHF | 37'000 | 37'000 | 36'039 | 36'039 | 148'409 CHF | 148'770 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 35'000 | 35'000 | 35'157 | 35'157 | 148'651 CHF | 149'003 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 36'000 | 36'000 | 35'890 | 35'890 | 149'981 CHF | 150'340 CHF | 99.99% | 99.99% |
05.07.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 35'000 | 35'000 | 35'222 | 35'222 | 149'511 CHF | 149'863 CHF | 99.81% | 99.81% |
04.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 151'597 CHF | 151'947 CHF | 99.49% | 99.49% |
03.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 151'873 CHF | 152'223 CHF | 99.35% | 99.35% |
02.07.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 151'441 CHF | 151'791 CHF | 99.98% | 99.98% |