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 | 0.49% | 4.08 CHF | 4.09 CHF | 32'460 | 32'460 | 22'161 | 22'161 | 87'550 CHF | 87'943 CHF | 99.94% | 99.94% |
12.07.2024 | 0.48% | 3.97 CHF | 3.98 CHF | 33'020 | 33'020 | 22'079 | 22'079 | 87'674 CHF | 88'064 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 4.02 CHF | 4.03 CHF | 32'690 | 32'690 | 21'291 | 21'291 | 88'247 CHF | 88'625 CHF | 98.26% | 98.26% |
10.07.2024 | 0.45% | 4.19 CHF | 4.20 CHF | 31'710 | 31'710 | 20'938 | 20'938 | 89'309 CHF | 89'679 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 4.35 CHF | 4.36 CHF | 30'850 | 30'850 | 20'771 | 20'771 | 89'324 CHF | 89'692 CHF | 99.68% | 99.68% |
08.07.2024 | 0.45% | 4.28 CHF | 4.29 CHF | 31'210 | 31'210 | 20'857 | 20'857 | 89'395 CHF | 89'764 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 4.35 CHF | 4.36 CHF | 30'890 | 30'890 | 20'965 | 20'965 | 89'324 CHF | 89'695 CHF | 99.93% | 99.93% |
04.07.2024 | 0.71% | 4.24 CHF | 4.27 CHF | 6'282 | 6'282 | 6'225 | 6'225 | 26'347 CHF | 26'534 CHF | 99.38% | 99.38% |
03.07.2024 | 0.45% | 4.24 CHF | 4.25 CHF | 31'460 | 31'460 | 21'021 | 21'021 | 89'102 CHF | 89'474 CHF | 99.66% | 99.66% |
02.07.2024 | 0.46% | 4.25 CHF | 4.26 CHF | 31'290 | 31'290 | 21'159 | 21'159 | 88'400 CHF | 88'774 CHF | 99.72% | 99.72% |