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 | 0.57% | 4.13 CHF | 4.14 CHF | 76'000 | 76'000 | 34'162 | 34'162 | 140'608 CHF | 141'227 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 4.08 CHF | 4.09 CHF | 77'000 | 77'000 | 34'910 | 34'910 | 141'294 CHF | 141'931 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 3.96 CHF | 3.97 CHF | 78'000 | 78'000 | 35'102 | 35'102 | 139'422 CHF | 140'061 CHF | 99.98% | 99.98% |
10.07.2024 | 0.57% | 3.97 CHF | 3.98 CHF | 77'000 | 77'000 | 34'137 | 34'137 | 138'434 CHF | 139'053 CHF | 99.74% | 99.74% |
09.07.2024 | 0.55% | 4.18 CHF | 4.19 CHF | 75'000 | 75'000 | 33'811 | 33'811 | 142'152 CHF | 142'765 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 4.22 CHF | 4.23 CHF | 75'000 | 75'000 | 33'667 | 33'667 | 143'227 CHF | 143'838 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 4.25 CHF | 4.26 CHF | 75'000 | 75'000 | 33'679 | 33'679 | 142'790 CHF | 143'402 CHF | 100.00% | 100.00% |
04.07.2024 | 0.60% | 4.25 CHF | 4.27 CHF | 30'000 | 30'000 | 24'153 | 24'153 | 102'384 CHF | 102'968 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 4.26 CHF | 4.27 CHF | 75'000 | 75'000 | 33'697 | 33'697 | 142'614 CHF | 143'226 CHF | 100.00% | 100.00% |
02.07.2024 | 0.57% | 4.13 CHF | 4.14 CHF | 76'000 | 76'000 | 34'143 | 34'143 | 139'367 CHF | 139'986 CHF | 100.00% | 100.00% |