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% | 4.64 CHF | 4.65 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 92'703 CHF | 46'452 CHF | 99.96% | 99.96% |
12.07.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 91'641 CHF | 45'921 CHF | 99.99% | 99.99% |
11.07.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 91'475 CHF | 45'838 CHF | 35.04% | 35.04% |
10.07.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 92'056 CHF | 46'128 CHF | 99.98% | 99.98% |
09.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 92'138 CHF | 46'169 CHF | 99.96% | 99.96% |
08.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 90'997 CHF | 45'598 CHF | 99.89% | 99.89% |
05.07.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 85'780 CHF | 42'990 CHF | 82.54% | 82.54% |
04.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 84'668 CHF | 42'434 CHF | 99.17% | 99.17% |
03.07.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 88'580 CHF | 44'390 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 85'929 CHF | 43'064 CHF | 99.85% | 99.85% |