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 | 0.36% | 5.16 CHF | 5.17 CHF | 76'000 | 76'000 | 35'368 | 35'368 | 177'626 CHF | 178'162 CHF | 99.26% | 99.26% |
12.07.2024 | 0.38% | 4.87 CHF | 4.88 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 172'748 CHF | 173'296 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 4.84 CHF | 4.85 CHF | 80'000 | 80'000 | 35'535 | 35'535 | 176'184 CHF | 176'721 CHF | 99.99% | 99.99% |
10.07.2024 | 0.37% | 4.83 CHF | 4.84 CHF | 80'000 | 80'000 | 35'772 | 35'772 | 172'078 CHF | 172'620 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 4.77 CHF | 4.78 CHF | 80'000 | 80'000 | 35'781 | 35'781 | 173'881 CHF | 174'423 CHF | 99.99% | 99.99% |
08.07.2024 | 0.37% | 4.82 CHF | 4.83 CHF | 80'000 | 80'000 | 35'507 | 35'507 | 170'929 CHF | 171'465 CHF | 99.99% | 99.99% |
05.07.2024 | 0.41% | 4.69 CHF | 4.70 CHF | 84'000 | 84'000 | 37'958 | 37'958 | 171'639 CHF | 172'218 CHF | 99.16% | 99.16% |
04.07.2024 | 0.45% | 4.43 CHF | 4.45 CHF | 34'000 | 34'000 | 27'109 | 27'109 | 120'351 CHF | 120'893 CHF | 99.65% | 99.65% |
03.07.2024 | 0.40% | 4.49 CHF | 4.50 CHF | 84'000 | 84'000 | 37'515 | 37'515 | 167'620 CHF | 168'188 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 4.51 CHF | 4.52 CHF | 84'000 | 84'000 | 36'580 | 36'580 | 162'975 CHF | 163'524 CHF | 99.98% | 99.98% |