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% | 4.35 CHF | 4.36 CHF | 36'000 | 36'000 | 36'042 | 36'042 | 157'936 CHF | 158'297 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 36'000 | 36'000 | 36'784 | 36'784 | 157'783 CHF | 158'150 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 37'000 | 37'000 | 36'826 | 36'826 | 158'431 CHF | 158'799 CHF | 99.99% | 99.99% |
10.07.2024 | 0.22% | 4.29 CHF | 4.30 CHF | 37'000 | 37'000 | 36'039 | 36'039 | 161'023 CHF | 161'383 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 35'000 | 35'000 | 35'156 | 35'156 | 160'952 CHF | 161'304 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 36'000 | 36'000 | 35'891 | 35'891 | 162'546 CHF | 162'905 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 35'000 | 35'000 | 35'222 | 35'222 | 161'839 CHF | 162'191 CHF | 99.81% | 99.81% |
04.07.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 163'806 CHF | 164'156 CHF | 99.49% | 99.49% |
03.07.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 164'123 CHF | 164'473 CHF | 99.35% | 99.35% |
02.07.2024 | 0.21% | 4.60 CHF | 4.61 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 163'658 CHF | 164'008 CHF | 99.98% | 99.98% |