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 | 1.52% | 4.30 CHF | 4.31 CHF | 32'000 | 32'000 | 12'652 | 12'652 | 53'783 CHF | 54'282 CHF | 99.96% | 99.96% |
12.07.2024 | 1.61% | 4.40 CHF | 4.41 CHF | 31'700 | 31'700 | 12'915 | 12'915 | 54'159 CHF | 54'676 CHF | 99.90% | 99.90% |
11.07.2024 | 1.52% | 4.29 CHF | 4.30 CHF | 31'100 | 31'100 | 12'188 | 12'188 | 52'495 CHF | 52'975 CHF | 99.87% | 99.87% |
10.07.2024 | 1.56% | 4.26 CHF | 4.27 CHF | 32'600 | 32'600 | 12'916 | 12'916 | 54'470 CHF | 54'986 CHF | 99.90% | 99.90% |
09.07.2024 | 1.50% | 4.09 CHF | 4.10 CHF | 32'000 | 32'000 | 12'792 | 12'792 | 53'766 CHF | 54'258 CHF | 97.26% | 97.26% |
08.07.2024 | 1.60% | 4.11 CHF | 4.12 CHF | 33'200 | 33'200 | 13'217 | 13'217 | 54'127 CHF | 54'650 CHF | 100.00% | 100.00% |
05.07.2024 | 1.62% | 3.94 CHF | 3.95 CHF | 33'100 | 33'100 | 13'146 | 13'146 | 52'440 CHF | 52'966 CHF | 99.70% | 99.70% |
04.07.2024 | 1.79% | 3.98 CHF | 4.02 CHF | 10'000 | 10'000 | 8'237 | 8'237 | 32'835 CHF | 33'379 CHF | 99.49% | 99.49% |
03.07.2024 | 1.61% | 3.97 CHF | 3.98 CHF | 33'300 | 33'300 | 13'272 | 13'272 | 52'681 CHF | 53'205 CHF | 99.33% | 99.33% |
02.07.2024 | 1.58% | 3.88 CHF | 3.89 CHF | 35'200 | 35'200 | 14'201 | 14'201 | 53'317 CHF | 53'822 CHF | 99.99% | 99.99% |