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 | 0.21% | 4.90 CHF | 4.91 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 204'343 CHF | 204'762 CHF | 100.00% | 100.00% |
12.07.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 203'126 CHF | 203'546 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 42'000 | 42'000 | 41'975 | 41'975 | 203'959 CHF | 204'379 CHF | 99.99% | 99.99% |
10.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 202'761 CHF | 203'182 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 201'991 CHF | 202'411 CHF | 100.00% | 100.00% |
08.07.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 203'337 CHF | 203'750 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 204'028 CHF | 204'448 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 202'897 CHF | 203'317 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 202'646 CHF | 203'074 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 43'000 | 43'000 | 43'496 | 43'496 | 199'642 CHF | 200'077 CHF | 100.00% | 100.00% |