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 | 0.40% | 4.93 CHF | 4.95 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 295'031 CHF | 296'228 CHF | 100.00% | 100.00% |
12.07.2024 | 0.41% | 4.89 CHF | 4.91 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 291'292 CHF | 292'497 CHF | 100.00% | 100.00% |
11.07.2024 | 0.42% | 4.80 CHF | 4.82 CHF | 61'000 | 61'000 | 60'965 | 60'965 | 289'956 CHF | 291'176 CHF | 99.83% | 99.83% |
10.07.2024 | 0.43% | 4.67 CHF | 4.69 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 287'421 CHF | 288'661 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 4.66 CHF | 4.68 CHF | 62'000 | 62'000 | 61'115 | 61'115 | 288'943 CHF | 290'166 CHF | 99.75% | 99.75% |
08.07.2024 | 0.42% | 4.72 CHF | 4.74 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 288'049 CHF | 289'271 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 4.59 CHF | 4.61 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 287'670 CHF | 288'909 CHF | 99.80% | 99.80% |
04.07.2024 | 0.43% | 4.63 CHF | 4.65 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 286'043 CHF | 287'283 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 4.53 CHF | 4.55 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 283'132 CHF | 284'393 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 4.42 CHF | 4.44 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 279'553 CHF | 280'833 CHF | 100.00% | 100.00% |