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% | 4.49 CHF | 4.50 CHF | 62'000 | 62'000 | 61'208 | 61'208 | 281'459 CHF | 282'072 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.60 CHF | 4.61 CHF | 61'000 | 61'000 | 62'334 | 62'334 | 274'680 CHF | 275'303 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 62'000 | 62'000 | 61'097 | 61'097 | 280'839 CHF | 281'451 CHF | 100.00% | 100.00% |
10.07.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 62'000 | 62'000 | 62'625 | 62'625 | 275'228 CHF | 275'854 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.37 CHF | 4.38 CHF | 63'000 | 63'000 | 62'118 | 62'118 | 277'200 CHF | 277'821 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 62'000 | 62'000 | 61'797 | 61'797 | 280'169 CHF | 280'787 CHF | 99.99% | 99.99% |
05.07.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 278'187 CHF | 278'807 CHF | 99.82% | 99.82% |
04.07.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 63'000 | 63'000 | 62'284 | 62'284 | 275'148 CHF | 275'770 CHF | 99.50% | 99.50% |
03.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 63'000 | 63'000 | 62'628 | 62'628 | 275'158 CHF | 275'784 CHF | 99.98% | 99.98% |
02.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 64'000 | 64'000 | 64'786 | 64'786 | 264'735 CHF | 265'383 CHF | 100.00% | 100.00% |