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 | 0.44% | 4.57 CHF | 4.59 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 273'289 CHF | 274'486 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 4.53 CHF | 4.55 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 269'336 CHF | 270'541 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 4.44 CHF | 4.46 CHF | 61'000 | 61'000 | 60'966 | 60'966 | 267'699 CHF | 268'919 CHF | 99.83% | 99.83% |
10.07.2024 | 0.47% | 4.30 CHF | 4.32 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 264'709 CHF | 265'949 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 4.30 CHF | 4.32 CHF | 62'000 | 62'000 | 61'122 | 61'122 | 266'661 CHF | 267'883 CHF | 99.73% | 99.73% |
08.07.2024 | 0.46% | 4.36 CHF | 4.38 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 265'712 CHF | 266'934 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 4.22 CHF | 4.24 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 265'045 CHF | 266'284 CHF | 99.80% | 99.80% |
04.07.2024 | 0.47% | 4.26 CHF | 4.28 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 263'361 CHF | 264'601 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 4.16 CHF | 4.18 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 260'035 CHF | 261'296 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 4.05 CHF | 4.07 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 256'020 CHF | 257'300 CHF | 100.00% | 100.00% |