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 | 1.01% | 3.96 CHF | 3.98 CHF | 32'460 | 32'460 | 22'145 | 22'145 | 84'780 CHF | 85'566 CHF | 99.80% | 99.80% |
12.07.2024 | 1.00% | 3.85 CHF | 3.87 CHF | 33'030 | 33'030 | 22'081 | 22'081 | 84'989 CHF | 85'770 CHF | 100.00% | 100.00% |
11.07.2024 | 0.95% | 3.90 CHF | 3.92 CHF | 32'700 | 32'700 | 21'409 | 21'409 | 86'077 CHF | 86'832 CHF | 99.63% | 99.63% |
10.07.2024 | 0.92% | 4.07 CHF | 4.09 CHF | 31'720 | 31'720 | 20'939 | 20'939 | 86'722 CHF | 87'461 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 4.23 CHF | 4.25 CHF | 30'850 | 30'850 | 20'772 | 20'772 | 86'808 CHF | 87'545 CHF | 99.68% | 99.68% |
08.07.2024 | 0.92% | 4.17 CHF | 4.19 CHF | 31'180 | 31'180 | 20'858 | 20'858 | 86'882 CHF | 87'619 CHF | 100.00% | 100.00% |
05.07.2024 | 0.93% | 4.23 CHF | 4.25 CHF | 30'890 | 30'890 | 20'971 | 20'971 | 86'793 CHF | 87'536 CHF | 100.00% | 100.00% |
04.07.2024 | 1.47% | 4.11 CHF | 4.17 CHF | 6'282 | 6'282 | 6'224 | 6'224 | 25'557 CHF | 25'930 CHF | 99.39% | 99.39% |
03.07.2024 | 0.93% | 4.12 CHF | 4.14 CHF | 31'460 | 31'460 | 21'019 | 21'019 | 86'544 CHF | 87'287 CHF | 99.65% | 99.65% |
02.07.2024 | 0.95% | 4.13 CHF | 4.15 CHF | 31'290 | 31'290 | 21'121 | 21'121 | 85'672 CHF | 86'422 CHF | 99.69% | 99.69% |