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 | 0.23% | 4.30 CHF | 4.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'311 CHF | 107'561 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 106'664 CHF | 106'914 CHF | 98.98% | 98.98% |
11.07.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'428 CHF | 107'678 CHF | 99.95% | 99.95% |
10.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 108'772 CHF | 109'022 CHF | 99.85% | 99.85% |
09.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 112'353 CHF | 112'603 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'762 CHF | 114'012 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 114'433 CHF | 114'683 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 114'973 CHF | 115'223 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 116'441 CHF | 116'691 CHF | 99.51% | 99.51% |
02.07.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 116'780 CHF | 117'030 CHF | 100.00% | 100.00% |