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 | 0.68% | 4.29 CHF | 4.30 CHF | 35'000 | 35'000 | 14'172 | 14'172 | 59'437 CHF | 59'725 CHF | 98.47% | 98.47% |
12.07.2024 | 0.56% | 4.18 CHF | 4.19 CHF | 35'000 | 35'000 | 15'799 | 15'799 | 65'720 CHF | 66'008 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 4.17 CHF | 4.18 CHF | 35'000 | 35'000 | 15'777 | 15'777 | 65'252 CHF | 65'539 CHF | 99.98% | 99.98% |
10.07.2024 | 0.58% | 4.06 CHF | 4.07 CHF | 35'000 | 35'000 | 16'047 | 16'047 | 64'707 CHF | 64'999 CHF | 100.00% | 100.00% |
09.07.2024 | 0.60% | 3.92 CHF | 3.93 CHF | 36'000 | 36'000 | 16'248 | 16'248 | 63'176 CHF | 63'471 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 4.01 CHF | 4.02 CHF | 36'000 | 36'000 | 16'257 | 16'257 | 64'106 CHF | 64'400 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 3.83 CHF | 3.84 CHF | 36'000 | 36'000 | 16'188 | 16'188 | 63'349 CHF | 63'644 CHF | 99.62% | 99.62% |
04.07.2024 | 0.63% | 4.01 CHF | 4.03 CHF | 15'000 | 15'000 | 11'813 | 11'813 | 47'137 CHF | 47'421 CHF | 99.60% | 99.60% |
03.07.2024 | 0.59% | 3.96 CHF | 3.97 CHF | 36'000 | 36'000 | 16'247 | 16'247 | 64'145 CHF | 64'439 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 3.86 CHF | 3.87 CHF | 36'000 | 36'000 | 16'255 | 16'255 | 62'718 CHF | 63'012 CHF | 99.99% | 99.99% |