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 | 0.57% | 3.62 CHF | 3.64 CHF | 23'100 | 23'100 | 10'293 | 10'293 | 36'977 CHF | 37'183 CHF | 99.99% | 99.99% |
12.07.2024 | 0.90% | 3.58 CHF | 3.61 CHF | 22'800 | 22'800 | 9'892 | 9'892 | 33'650 CHF | 33'950 CHF | 100.00% | 100.00% |
11.07.2024 | 0.73% | 3.77 CHF | 3.80 CHF | 18'200 | 18'200 | 8'065 | 8'065 | 32'610 CHF | 32'853 CHF | 99.99% | 99.99% |
10.07.2024 | 0.70% | 4.42 CHF | 4.45 CHF | 17'800 | 17'800 | 7'951 | 7'951 | 34'858 CHF | 35'097 CHF | 99.90% | 99.90% |
09.07.2024 | 0.83% | 4.56 CHF | 4.59 CHF | 18'200 | 18'200 | 7'736 | 7'736 | 34'941 CHF | 35'184 CHF | 99.70% | 99.70% |
08.07.2024 | 0.74% | 4.60 CHF | 4.63 CHF | 17'800 | 17'800 | 7'746 | 7'746 | 34'510 CHF | 34'750 CHF | 99.30% | 99.30% |
05.07.2024 | 0.69% | 4.60 CHF | 4.63 CHF | 17'600 | 17'600 | 7'794 | 7'794 | 35'003 CHF | 35'238 CHF | 99.90% | 99.90% |
04.07.2024 | 0.68% | 4.50 CHF | 4.53 CHF | 6'900 | 6'900 | 5'526 | 5'526 | 24'422 CHF | 24'588 CHF | 99.58% | 99.58% |
03.07.2024 | 0.74% | 4.63 CHF | 4.66 CHF | 16'400 | 16'400 | 6'803 | 6'803 | 31'288 CHF | 31'508 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 4.92 CHF | 4.95 CHF | 16'400 | 16'400 | 7'300 | 7'300 | 35'785 CHF | 36'006 CHF | 99.98% | 99.98% |