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 | 0.79% | 4.99 CHF | 5.03 CHF | 49'000 | 49'000 | 48'256 | 48'256 | 244'082 CHF | 246'012 CHF | 99.99% | 99.99% |
12.07.2024 | 0.78% | 5.05 CHF | 5.09 CHF | 48'000 | 48'000 | 48'231 | 48'231 | 244'853 CHF | 246'783 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 5.12 CHF | 5.16 CHF | 48'000 | 48'000 | 48'689 | 48'689 | 244'285 CHF | 246'235 CHF | 99.99% | 99.99% |
10.07.2024 | 0.83% | 4.89 CHF | 4.93 CHF | 49'000 | 49'000 | 49'663 | 49'663 | 239'504 CHF | 241'490 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 4.80 CHF | 4.84 CHF | 50'000 | 50'000 | 49'015 | 49'015 | 241'313 CHF | 243'274 CHF | 99.77% | 99.77% |
08.07.2024 | 0.84% | 4.73 CHF | 4.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 238'386 CHF | 240'386 CHF | 99.30% | 99.30% |
05.07.2024 | 0.84% | 4.76 CHF | 4.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 238'210 CHF | 240'210 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 4.74 CHF | 4.78 CHF | 50'000 | 50'000 | 50'021 | 50'021 | 235'782 CHF | 237'697 CHF | 99.64% | 99.64% |
03.07.2024 | 0.72% | 4.67 CHF | 4.70 CHF | 50'000 | 50'000 | 50'348 | 50'348 | 235'350 CHF | 237'046 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 4.42 CHF | 4.45 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 225'476 CHF | 227'036 CHF | 99.99% | 99.99% |