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% | 5.09 CHF | 5.10 CHF | 76'000 | 76'000 | 35'367 | 35'367 | 175'343 CHF | 175'880 CHF | 99.26% | 99.26% |
12.07.2024 | 0.39% | 4.80 CHF | 4.81 CHF | 80'000 | 80'000 | 36'086 | 36'086 | 170'329 CHF | 170'877 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 4.78 CHF | 4.79 CHF | 80'000 | 80'000 | 35'518 | 35'518 | 173'806 CHF | 174'343 CHF | 99.96% | 99.96% |
10.07.2024 | 0.38% | 4.76 CHF | 4.77 CHF | 80'000 | 80'000 | 35'771 | 35'771 | 169'734 CHF | 170'276 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 4.71 CHF | 4.72 CHF | 80'000 | 80'000 | 35'784 | 35'784 | 171'482 CHF | 172'024 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 4.75 CHF | 4.76 CHF | 80'000 | 80'000 | 35'510 | 35'510 | 168'559 CHF | 169'094 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 4.63 CHF | 4.64 CHF | 84'000 | 84'000 | 37'953 | 37'953 | 169'144 CHF | 169'723 CHF | 99.63% | 99.63% |
04.07.2024 | 0.46% | 4.37 CHF | 4.39 CHF | 34'000 | 34'000 | 27'086 | 27'086 | 118'466 CHF | 119'008 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 4.42 CHF | 4.43 CHF | 84'000 | 84'000 | 37'514 | 37'514 | 165'092 CHF | 165'660 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 4.45 CHF | 4.46 CHF | 84'000 | 84'000 | 36'586 | 36'586 | 160'510 CHF | 161'059 CHF | 100.00% | 100.00% |