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% | 4.59 CHF | 4.60 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 191'091 CHF | 191'510 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 189'930 CHF | 190'350 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 42'000 | 42'000 | 41'975 | 41'975 | 190'711 CHF | 191'131 CHF | 99.98% | 99.98% |
10.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 189'539 CHF | 189'959 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 188'843 CHF | 189'263 CHF | 99.99% | 99.99% |
08.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 190'410 CHF | 190'823 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 190'905 CHF | 191'324 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 189'752 CHF | 190'172 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 189'249 CHF | 189'677 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 43'000 | 43'000 | 43'496 | 43'496 | 185'969 CHF | 186'404 CHF | 100.00% | 100.00% |