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% | 4.29 CHF | 4.31 CHF | 23'100 | 23'100 | 23'005 | 23'005 | 102'996 CHF | 103'456 CHF | 99.97% | 99.97% |
12.07.2024 | 0.44% | 4.64 CHF | 4.66 CHF | 23'300 | 23'300 | 23'204 | 23'204 | 106'037 CHF | 106'501 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 4.49 CHF | 4.51 CHF | 23'800 | 23'800 | 23'702 | 23'702 | 104'691 CHF | 104'972 CHF | 99.91% | 99.91% |
10.07.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 24'300 | 24'300 | 24'200 | 24'200 | 106'904 CHF | 107'146 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 23'700 | 23'700 | 23'602 | 23'602 | 100'730 CHF | 100'966 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 4.46 CHF | 4.48 CHF | 23'600 | 23'600 | 23'503 | 23'503 | 105'361 CHF | 105'828 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 24'700 | 24'700 | 24'598 | 24'598 | 111'865 CHF | 112'111 CHF | 99.81% | 99.81% |
04.07.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 25'100 | 25'100 | 24'996 | 24'996 | 104'857 CHF | 105'107 CHF | 99.49% | 99.49% |
03.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 25'200 | 25'200 | 25'462 | 25'462 | 104'562 CHF | 104'817 CHF | 99.98% | 99.98% |
02.07.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 27'300 | 27'300 | 27'187 | 27'187 | 107'031 CHF | 107'303 CHF | 99.98% | 99.98% |