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 | 0.69% | 4.17 CHF | 4.20 CHF | 11'100 | 11'100 | 11'036 | 11'036 | 47'910 CHF | 48'241 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 4.25 CHF | 4.28 CHF | 10'900 | 10'900 | 10'905 | 10'905 | 45'592 CHF | 45'919 CHF | 99.99% | 99.99% |
11.07.2024 | 0.68% | 4.40 CHF | 4.43 CHF | 10'600 | 10'600 | 10'594 | 10'594 | 46'735 CHF | 47'053 CHF | 99.96% | 99.96% |
10.07.2024 | 0.71% | 4.34 CHF | 4.37 CHF | 11'700 | 11'700 | 11'782 | 11'782 | 49'490 CHF | 49'844 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 3.98 CHF | 4.01 CHF | 11'900 | 11'900 | 11'882 | 11'882 | 48'114 CHF | 48'471 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 3.92 CHF | 3.95 CHF | 13'100 | 13'100 | 13'071 | 13'071 | 52'557 CHF | 52'949 CHF | 99.99% | 99.99% |
05.07.2024 | 0.82% | 3.52 CHF | 3.55 CHF | 13'300 | 13'300 | 13'209 | 13'209 | 48'104 CHF | 48'501 CHF | 99.99% | 99.99% |
04.07.2024 | 0.83% | 3.63 CHF | 3.66 CHF | 14'200 | 14'200 | 14'196 | 14'196 | 51'170 CHF | 51'596 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 3.30 CHF | 3.33 CHF | 13'200 | 13'200 | 13'219 | 13'219 | 42'949 CHF | 43'345 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 3.66 CHF | 3.69 CHF | 11'800 | 11'800 | 11'856 | 11'856 | 41'616 CHF | 41'971 CHF | 99.99% | 99.99% |