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% | 4.69 CHF | 4.70 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 195'587 CHF | 196'006 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 194'440 CHF | 194'860 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 42'000 | 42'000 | 41'974 | 41'974 | 195'203 CHF | 195'623 CHF | 99.99% | 99.99% |
10.07.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 194'113 CHF | 194'534 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 193'321 CHF | 193'741 CHF | 99.99% | 99.99% |
08.07.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 194'825 CHF | 195'239 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 195'379 CHF | 195'798 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 194'233 CHF | 194'653 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 193'833 CHF | 194'262 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 43'000 | 43'000 | 43'495 | 43'495 | 190'692 CHF | 191'127 CHF | 100.00% | 100.00% |