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 | 0.64% | 3.66 CHF | 3.67 CHF | 76'000 | 76'000 | 34'162 | 34'162 | 124'810 CHF | 125'429 CHF | 100.00% | 100.00% |
12.07.2024 | 0.65% | 3.62 CHF | 3.63 CHF | 77'000 | 77'000 | 34'910 | 34'910 | 125'129 CHF | 125'766 CHF | 100.00% | 100.00% |
11.07.2024 | 0.66% | 3.50 CHF | 3.51 CHF | 78'000 | 78'000 | 35'106 | 35'106 | 123'194 CHF | 123'833 CHF | 99.99% | 99.99% |
10.07.2024 | 0.64% | 3.50 CHF | 3.51 CHF | 77'000 | 77'000 | 34'137 | 34'137 | 122'569 CHF | 123'188 CHF | 99.74% | 99.74% |
09.07.2024 | 0.62% | 3.72 CHF | 3.73 CHF | 75'000 | 75'000 | 33'812 | 33'812 | 126'447 CHF | 127'060 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 3.76 CHF | 3.77 CHF | 75'000 | 75'000 | 33'702 | 33'702 | 127'757 CHF | 128'369 CHF | 100.00% | 100.00% |
05.07.2024 | 0.61% | 3.79 CHF | 3.80 CHF | 75'000 | 75'000 | 33'679 | 33'679 | 127'178 CHF | 127'790 CHF | 100.00% | 100.00% |
04.07.2024 | 0.67% | 3.78 CHF | 3.80 CHF | 30'000 | 30'000 | 24'153 | 24'153 | 91'160 CHF | 91'744 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 3.79 CHF | 3.80 CHF | 75'000 | 75'000 | 33'697 | 33'697 | 126'941 CHF | 127'553 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 3.66 CHF | 3.67 CHF | 76'000 | 76'000 | 34'143 | 34'143 | 123'458 CHF | 124'077 CHF | 100.00% | 100.00% |