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% | 4.23 CHF | 4.24 CHF | 36'000 | 36'000 | 36'042 | 36'042 | 153'332 CHF | 153'692 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 36'000 | 36'000 | 36'783 | 36'783 | 153'078 CHF | 153'446 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 37'000 | 37'000 | 36'826 | 36'826 | 153'720 CHF | 154'088 CHF | 100.00% | 100.00% |
10.07.2024 | 0.23% | 4.16 CHF | 4.17 CHF | 37'000 | 37'000 | 36'039 | 36'039 | 156'408 CHF | 156'769 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 35'000 | 35'000 | 35'157 | 35'157 | 156'453 CHF | 156'805 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 36'000 | 36'000 | 35'890 | 35'890 | 157'949 CHF | 158'308 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 35'000 | 35'000 | 35'222 | 35'222 | 157'334 CHF | 157'686 CHF | 99.80% | 99.80% |
04.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 159'336 CHF | 159'686 CHF | 99.49% | 99.49% |
03.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 159'644 CHF | 159'994 CHF | 99.36% | 99.36% |
02.07.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 159'177 CHF | 159'527 CHF | 99.98% | 99.98% |