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 | 0.24% | 4.20 CHF | 4.21 CHF | 42'000 | 42'000 | 41'947 | 41'947 | 174'794 CHF | 175'213 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 173'640 CHF | 174'060 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 42'000 | 42'000 | 41'972 | 41'972 | 174'517 CHF | 174'937 CHF | 100.00% | 100.00% |
10.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 42'000 | 42'000 | 42'035 | 42'035 | 173'345 CHF | 173'765 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 172'609 CHF | 173'029 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 42'000 | 42'000 | 41'336 | 41'336 | 174'517 CHF | 174'930 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 42'000 | 42'000 | 41'915 | 41'915 | 174'748 CHF | 175'167 CHF | 99.99% | 99.99% |
04.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 173'572 CHF | 173'992 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 43'000 | 43'000 | 42'823 | 42'823 | 172'756 CHF | 173'184 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 43'000 | 43'000 | 43'495 | 43'495 | 169'277 CHF | 169'712 CHF | 100.00% | 100.00% |