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 | 0.63% | 4.60 CHF | 4.61 CHF | 35'000 | 35'000 | 14'252 | 14'252 | 64'230 CHF | 64'518 CHF | 97.02% | 97.02% |
12.07.2024 | 0.52% | 4.49 CHF | 4.50 CHF | 35'000 | 35'000 | 15'887 | 15'887 | 71'057 CHF | 71'344 CHF | 98.59% | 98.59% |
11.07.2024 | 0.52% | 4.48 CHF | 4.49 CHF | 35'000 | 35'000 | 15'778 | 15'778 | 70'187 CHF | 70'474 CHF | 99.99% | 99.99% |
10.07.2024 | 0.54% | 4.38 CHF | 4.39 CHF | 35'000 | 35'000 | 16'047 | 16'047 | 69'718 CHF | 70'010 CHF | 100.00% | 100.00% |
09.07.2024 | 0.55% | 4.24 CHF | 4.25 CHF | 36'000 | 36'000 | 16'248 | 16'248 | 68'247 CHF | 68'541 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 4.32 CHF | 4.33 CHF | 36'000 | 36'000 | 16'258 | 16'258 | 69'177 CHF | 69'472 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 4.15 CHF | 4.16 CHF | 36'000 | 36'000 | 16'232 | 16'232 | 68'585 CHF | 68'879 CHF | 99.03% | 99.03% |
04.07.2024 | 0.59% | 4.32 CHF | 4.34 CHF | 15'000 | 15'000 | 11'834 | 11'834 | 50'930 CHF | 51'215 CHF | 98.84% | 98.84% |
03.07.2024 | 0.55% | 4.28 CHF | 4.29 CHF | 36'000 | 36'000 | 16'247 | 16'247 | 69'235 CHF | 69'530 CHF | 100.00% | 100.00% |
02.07.2024 | 0.56% | 4.17 CHF | 4.18 CHF | 36'000 | 36'000 | 16'257 | 16'257 | 67'827 CHF | 68'122 CHF | 100.00% | 100.00% |