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 | 0.61% | 4.72 CHF | 4.73 CHF | 35'000 | 35'000 | 14'193 | 14'193 | 65'690 CHF | 65'978 CHF | 98.34% | 98.34% |
12.07.2024 | 0.51% | 4.61 CHF | 4.62 CHF | 35'000 | 35'000 | 15'826 | 15'826 | 72'708 CHF | 72'996 CHF | 99.57% | 99.57% |
11.07.2024 | 0.51% | 4.61 CHF | 4.62 CHF | 35'000 | 35'000 | 15'777 | 15'777 | 72'110 CHF | 72'398 CHF | 99.99% | 99.99% |
10.07.2024 | 0.52% | 4.50 CHF | 4.51 CHF | 35'000 | 35'000 | 16'053 | 16'053 | 71'724 CHF | 72'015 CHF | 99.99% | 99.99% |
09.07.2024 | 0.54% | 4.36 CHF | 4.37 CHF | 36'000 | 36'000 | 16'248 | 16'248 | 70'246 CHF | 70'541 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 4.45 CHF | 4.46 CHF | 36'000 | 36'000 | 16'257 | 16'257 | 71'173 CHF | 71'467 CHF | 100.00% | 100.00% |
05.07.2024 | 0.53% | 4.27 CHF | 4.28 CHF | 36'000 | 36'000 | 16'189 | 16'189 | 70'386 CHF | 70'680 CHF | 99.63% | 99.63% |
04.07.2024 | 0.57% | 4.44 CHF | 4.46 CHF | 15'000 | 15'000 | 11'813 | 11'813 | 52'282 CHF | 52'566 CHF | 99.60% | 99.60% |
03.07.2024 | 0.53% | 4.40 CHF | 4.41 CHF | 36'000 | 36'000 | 16'247 | 16'247 | 71'246 CHF | 71'540 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 4.29 CHF | 4.30 CHF | 36'000 | 36'000 | 16'255 | 16'255 | 69'844 CHF | 70'139 CHF | 99.99% | 99.99% |