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% | 5.21 CHF | 5.22 CHF | 76'000 | 76'000 | 35'364 | 35'364 | 179'427 CHF | 179'964 CHF | 99.25% | 99.25% |
12.07.2024 | 0.38% | 4.92 CHF | 4.93 CHF | 80'000 | 80'000 | 36'086 | 36'086 | 174'611 CHF | 175'159 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 4.89 CHF | 4.90 CHF | 80'000 | 80'000 | 35'523 | 35'523 | 177'957 CHF | 178'494 CHF | 99.97% | 99.97% |
10.07.2024 | 0.37% | 4.88 CHF | 4.89 CHF | 80'000 | 80'000 | 35'772 | 35'772 | 173'914 CHF | 174'455 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 4.82 CHF | 4.83 CHF | 80'000 | 80'000 | 35'784 | 35'784 | 175'659 CHF | 176'201 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 4.87 CHF | 4.88 CHF | 80'000 | 80'000 | 35'507 | 35'507 | 172'684 CHF | 173'219 CHF | 99.99% | 99.99% |
05.07.2024 | 0.40% | 4.75 CHF | 4.76 CHF | 84'000 | 84'000 | 37'963 | 37'963 | 173'621 CHF | 174'200 CHF | 99.17% | 99.17% |
04.07.2024 | 0.44% | 4.49 CHF | 4.51 CHF | 34'000 | 34'000 | 27'118 | 27'118 | 121'811 CHF | 122'353 CHF | 99.50% | 99.50% |
03.07.2024 | 0.40% | 4.54 CHF | 4.55 CHF | 84'000 | 84'000 | 37'514 | 37'514 | 169'478 CHF | 170'046 CHF | 100.00% | 100.00% |
02.07.2024 | 0.40% | 4.56 CHF | 4.57 CHF | 84'000 | 84'000 | 36'583 | 36'583 | 164'809 CHF | 165'358 CHF | 99.98% | 99.98% |