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 | 36'000 | 36'000 | 36'042 | 36'042 | 165'703 CHF | 166'063 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 36'000 | 36'000 | 36'783 | 36'783 | 165'687 CHF | 166'055 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 37'000 | 37'000 | 36'827 | 36'827 | 166'332 CHF | 166'701 CHF | 100.00% | 100.00% |
10.07.2024 | 0.21% | 4.50 CHF | 4.51 CHF | 37'000 | 37'000 | 36'039 | 36'039 | 168'769 CHF | 169'130 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 35'000 | 35'000 | 35'157 | 35'157 | 168'470 CHF | 168'822 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 36'000 | 36'000 | 35'890 | 35'890 | 170'265 CHF | 170'624 CHF | 99.99% | 99.99% |
05.07.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 35'000 | 35'000 | 35'222 | 35'222 | 169'371 CHF | 169'723 CHF | 99.81% | 99.81% |
04.07.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 171'327 CHF | 171'677 CHF | 99.49% | 99.49% |
03.07.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 171'619 CHF | 171'969 CHF | 99.35% | 99.35% |
02.07.2024 | 0.20% | 4.82 CHF | 4.83 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 171'180 CHF | 171'530 CHF | 99.98% | 99.98% |