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 | 0.47% | 4.25 CHF | 4.27 CHF | 60'000 | 60'000 | 59'840 | 59'840 | 254'141 CHF | 255'337 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 4.21 CHF | 4.23 CHF | 60'000 | 60'000 | 60'246 | 60'246 | 250'117 CHF | 251'322 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 4.12 CHF | 4.14 CHF | 61'000 | 61'000 | 60'963 | 60'963 | 248'179 CHF | 249'399 CHF | 99.82% | 99.82% |
10.07.2024 | 0.50% | 3.98 CHF | 4.00 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 244'939 CHF | 246'179 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 3.98 CHF | 4.00 CHF | 62'000 | 62'000 | 61'122 | 61'122 | 247'101 CHF | 248'324 CHF | 99.73% | 99.73% |
08.07.2024 | 0.50% | 4.04 CHF | 4.06 CHF | 61'000 | 61'000 | 61'125 | 61'125 | 246'214 CHF | 247'436 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 3.90 CHF | 3.92 CHF | 62'000 | 62'000 | 61'945 | 61'945 | 245'271 CHF | 246'510 CHF | 99.79% | 99.79% |
04.07.2024 | 0.51% | 3.95 CHF | 3.97 CHF | 62'000 | 62'000 | 61'997 | 61'997 | 243'604 CHF | 244'844 CHF | 100.00% | 100.00% |
03.07.2024 | 0.52% | 3.84 CHF | 3.86 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 239'921 CHF | 241'182 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 3.73 CHF | 3.75 CHF | 64'000 | 64'000 | 63'999 | 63'999 | 235'540 CHF | 236'820 CHF | 100.00% | 100.00% |