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 | 0.40% | 4.41 CHF | 4.43 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 69'298 CHF | 69'574 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 4.77 CHF | 4.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 69'288 CHF | 69'553 CHF | 100.00% | 100.00% |
11.07.2024 | 0.32% | 4.55 CHF | 4.56 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 89'739 CHF | 90'028 CHF | 100.00% | 100.00% |
10.07.2024 | 0.34% | 4.32 CHF | 4.34 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 84'122 CHF | 84'408 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 4.19 CHF | 4.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 86'434 CHF | 86'726 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 4.29 CHF | 4.31 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 86'461 CHF | 86'756 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 4.31 CHF | 4.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 66'526 CHF | 66'755 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 4.44 CHF | 4.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 86'190 CHF | 86'469 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 4.16 CHF | 4.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 84'244 CHF | 84'519 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 4.03 CHF | 4.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 78'695 CHF | 78'961 CHF | 100.00% | 100.00% |