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 | 0.49% | 4.69 CHF | 4.72 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 43'720 CHF | 43'936 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 4.93 CHF | 4.95 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 43'427 CHF | 43'634 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 4.74 CHF | 4.76 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 46'202 CHF | 46'412 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 4.49 CHF | 4.51 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 44'079 CHF | 44'283 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 4.27 CHF | 4.29 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 43'904 CHF | 44'112 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 4.46 CHF | 4.48 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 42'693 CHF | 42'890 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 4.63 CHF | 4.65 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 43'252 CHF | 43'456 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 4.88 CHF | 4.90 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 43'169 CHF | 43'362 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 4.55 CHF | 4.57 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 45'018 CHF | 45'223 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 4.39 CHF | 4.41 CHF | 10'000 | 10'000 | 9'402 | 9'402 | 39'925 CHF | 40'113 CHF | 100.00% | 100.00% |