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 | 0.70% | 4.28 CHF | 4.31 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 169'857 CHF | 171'057 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 4.30 CHF | 4.33 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 167'932 CHF | 169'132 CHF | 100.00% | 100.00% |
11.07.2024 | 0.65% | 4.49 CHF | 4.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 185'237 CHF | 186'437 CHF | 99.99% | 99.99% |
10.07.2024 | 0.65% | 4.72 CHF | 4.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 184'525 CHF | 185'725 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 4.30 CHF | 4.33 CHF | 40'000 | 40'000 | 39'913 | 39'913 | 172'356 CHF | 173'556 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 4.06 CHF | 4.09 CHF | 40'000 | 40'000 | 39'932 | 39'932 | 161'486 CHF | 162'686 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 4.07 CHF | 4.10 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 161'429 CHF | 162'629 CHF | 99.92% | 99.92% |
04.07.2024 | 0.74% | 4.03 CHF | 4.06 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 161'062 CHF | 162'262 CHF | 100.00% | 100.00% |
03.07.2024 | 0.77% | 3.88 CHF | 3.91 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 155'071 CHF | 156'271 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 3.63 CHF | 3.66 CHF | 40'000 | 40'000 | 36'485 | 36'485 | 130'264 CHF | 131'464 CHF | 100.00% | 100.00% |