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% | 4.64 CHF | 4.65 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 193'324 CHF | 193'743 CHF | 99.99% | 99.99% |
12.07.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 192'196 CHF | 192'616 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 42'000 | 42'000 | 41'975 | 41'975 | 192'966 CHF | 193'386 CHF | 100.00% | 100.00% |
10.07.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 191'860 CHF | 192'281 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 191'098 CHF | 191'518 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.61 CHF | 4.62 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 192'603 CHF | 193'017 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 193'138 CHF | 193'557 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 191'996 CHF | 192'416 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 191'644 CHF | 192'072 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 43'000 | 43'000 | 43'496 | 43'496 | 188'431 CHF | 188'866 CHF | 99.99% | 99.99% |