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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.99% | 3.97 CHF | 4.01 CHF | 11'740 | 11'740 | 11'687 | 11'687 | 47'650 CHF | 48'118 CHF | 100.00% | 100.00% |
11.07.2024 | 0.95% | 4.18 CHF | 4.22 CHF | 11'550 | 11'550 | 11'493 | 11'493 | 48'792 CHF | 49'252 CHF | 99.93% | 99.93% |
10.07.2024 | 0.92% | 4.29 CHF | 4.33 CHF | 11'070 | 11'070 | 10'988 | 10'988 | 48'060 CHF | 48'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 4.40 CHF | 4.44 CHF | 11'290 | 11'290 | 11'144 | 11'144 | 47'895 CHF | 48'341 CHF | 99.60% | 99.60% |
08.07.2024 | 0.92% | 4.40 CHF | 4.44 CHF | 11'100 | 11'100 | 10'967 | 10'967 | 47'845 CHF | 48'284 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 4.46 CHF | 4.50 CHF | 11'420 | 11'420 | 11'274 | 11'274 | 49'246 CHF | 49'698 CHF | 99.95% | 99.95% |
04.07.2024 | 0.93% | 4.34 CHF | 4.38 CHF | 11'080 | 11'080 | 10'972 | 10'972 | 47'731 CHF | 48'170 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 4.38 CHF | 4.42 CHF | 11'070 | 11'070 | 10'991 | 10'991 | 48'956 CHF | 49'396 CHF | 100.00% | 100.00% |
02.07.2024 | 1.09% | 4.44 CHF | 4.49 CHF | 10'610 | 10'610 | 10'580 | 10'580 | 48'787 CHF | 49'316 CHF | 99.69% | 99.69% |
01.07.2024 | 1.11% | 4.61 CHF | 4.66 CHF | 10'570 | 10'570 | 10'428 | 10'428 | 47'241 CHF | 47'763 CHF | 98.90% | 99.95% |