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 | 0.43% | 4.65 CHF | 4.67 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 278'201 CHF | 279'398 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 4.61 CHF | 4.63 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 274'344 CHF | 275'549 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 4.52 CHF | 4.54 CHF | 61'000 | 61'000 | 60'966 | 60'966 | 272'812 CHF | 274'032 CHF | 99.82% | 99.82% |
10.07.2024 | 0.46% | 4.39 CHF | 4.41 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 270'009 CHF | 271'249 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 4.38 CHF | 4.40 CHF | 62'000 | 62'000 | 61'115 | 61'115 | 271'755 CHF | 272'977 CHF | 99.76% | 99.76% |
08.07.2024 | 0.45% | 4.44 CHF | 4.46 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 270'866 CHF | 272'089 CHF | 99.99% | 99.99% |
05.07.2024 | 0.46% | 4.31 CHF | 4.33 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 270'325 CHF | 271'564 CHF | 99.81% | 99.81% |
04.07.2024 | 0.46% | 4.35 CHF | 4.37 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 268'645 CHF | 269'885 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 4.25 CHF | 4.27 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 265'477 CHF | 266'738 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 4.14 CHF | 4.16 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 261'570 CHF | 262'850 CHF | 100.00% | 100.00% |