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 | 0.51% | 4.62 CHF | 4.63 CHF | 40'000 | 40'000 | 17'900 | 17'900 | 82'119 CHF | 82'444 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 4.57 CHF | 4.58 CHF | 40'000 | 40'000 | 18'122 | 18'122 | 82'693 CHF | 83'064 CHF | 99.98% | 99.98% |
11.07.2024 | 0.62% | 4.56 CHF | 4.57 CHF | 41'000 | 41'000 | 18'007 | 18'007 | 82'469 CHF | 82'845 CHF | 99.76% | 99.76% |
10.07.2024 | 0.51% | 4.57 CHF | 4.58 CHF | 40'000 | 40'000 | 18'429 | 18'429 | 83'862 CHF | 84'200 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 4.53 CHF | 4.54 CHF | 41'000 | 41'000 | 18'856 | 18'856 | 83'789 CHF | 84'135 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 4.42 CHF | 4.43 CHF | 41'000 | 41'000 | 18'885 | 18'885 | 82'891 CHF | 83'239 CHF | 100.00% | 100.00% |
05.07.2024 | 0.52% | 4.37 CHF | 4.38 CHF | 42'000 | 42'000 | 18'921 | 18'921 | 83'713 CHF | 84'061 CHF | 99.90% | 99.90% |
04.07.2024 | 0.56% | 4.50 CHF | 4.52 CHF | 17'000 | 17'000 | 13'815 | 13'815 | 61'926 CHF | 62'260 CHF | 99.83% | 99.83% |
03.07.2024 | 0.52% | 4.48 CHF | 4.49 CHF | 41'000 | 41'000 | 18'911 | 18'911 | 84'689 CHF | 85'037 CHF | 99.77% | 99.77% |
02.07.2024 | 0.54% | 4.35 CHF | 4.36 CHF | 42'000 | 42'000 | 19'047 | 19'047 | 82'535 CHF | 82'884 CHF | 100.00% | 100.00% |