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 | 0.22% | 4.57 CHF | 4.58 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 77'347 CHF | 77'516 CHF | 99.73% | 99.73% |
12.07.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 75'825 CHF | 75'994 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 75'994 CHF | 76'162 CHF | 99.93% | 99.93% |
10.07.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 78'766 CHF | 78'934 CHF | 99.95% | 99.95% |
09.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 80'593 CHF | 80'762 CHF | 99.93% | 99.93% |
08.07.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 79'778 CHF | 79'946 CHF | 99.95% | 99.95% |
05.07.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 80'863 CHF | 81'032 CHF | 99.66% | 99.66% |
04.07.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 16'000 | 16'000 | 16'446 | 16'446 | 80'351 CHF | 80'515 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 17'000 | 17'000 | 16'395 | 16'395 | 80'247 CHF | 80'411 CHF | 99.86% | 99.86% |
02.07.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 17'000 | 17'000 | 16'156 | 16'156 | 78'870 CHF | 79'032 CHF | 99.97% | 99.97% |