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% | 4.46 CHF | 4.47 CHF | 36'000 | 36'000 | 36'042 | 36'042 | 161'868 CHF | 162'228 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 36'000 | 36'000 | 36'784 | 36'784 | 161'744 CHF | 162'112 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 37'000 | 37'000 | 36'827 | 36'827 | 162'416 CHF | 162'785 CHF | 99.98% | 99.98% |
10.07.2024 | 0.22% | 4.40 CHF | 4.41 CHF | 37'000 | 37'000 | 36'039 | 36'039 | 164'919 CHF | 165'279 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 35'000 | 35'000 | 35'156 | 35'156 | 164'739 CHF | 165'091 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 36'000 | 36'000 | 35'891 | 35'891 | 166'428 CHF | 166'787 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 35'000 | 35'000 | 35'222 | 35'222 | 165'641 CHF | 165'994 CHF | 99.81% | 99.81% |
04.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 167'617 CHF | 167'967 CHF | 99.49% | 99.49% |
03.07.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 167'906 CHF | 168'256 CHF | 99.35% | 99.35% |
02.07.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 167'467 CHF | 167'817 CHF | 99.99% | 99.99% |