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 | 1.85% | 4.61 CHF | 4.63 CHF | 23'100 | 23'100 | 10'366 | 10'366 | 47'519 CHF | 48'161 CHF | 100.00% | 100.00% |
12.07.2024 | 1.92% | 4.60 CHF | 4.62 CHF | 23'900 | 23'900 | 10'720 | 10'720 | 48'251 CHF | 48'914 CHF | 99.99% | 99.99% |
11.07.2024 | 1.98% | 4.36 CHF | 4.38 CHF | 24'600 | 24'600 | 11'050 | 11'050 | 47'557 CHF | 48'241 CHF | 99.81% | 99.81% |
10.07.2024 | 1.98% | 4.23 CHF | 4.25 CHF | 24'800 | 24'800 | 11'095 | 11'095 | 47'108 CHF | 47'794 CHF | 100.00% | 100.00% |
09.07.2024 | 1.94% | 4.35 CHF | 4.37 CHF | 24'300 | 24'300 | 10'887 | 10'887 | 47'376 CHF | 48'049 CHF | 99.74% | 99.74% |
08.07.2024 | 1.95% | 4.42 CHF | 4.44 CHF | 22'800 | 22'800 | 10'178 | 10'178 | 46'182 CHF | 46'841 CHF | 100.00% | 100.00% |
05.07.2024 | 1.88% | 4.46 CHF | 4.48 CHF | 23'400 | 23'400 | 10'469 | 10'469 | 47'000 CHF | 47'651 CHF | 99.70% | 99.70% |
04.07.2024 | 2.18% | 4.58 CHF | 4.67 CHF | 9'300 | 9'300 | 7'488 | 7'488 | 34'096 CHF | 34'832 CHF | 100.00% | 100.00% |
03.07.2024 | 1.89% | 4.62 CHF | 4.64 CHF | 23'400 | 23'400 | 10'554 | 10'554 | 47'882 CHF | 48'536 CHF | 100.00% | 100.00% |
02.07.2024 | 1.88% | 4.48 CHF | 4.50 CHF | 23'400 | 23'400 | 10'454 | 10'454 | 47'006 CHF | 47'652 CHF | 100.00% | 100.00% |