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 | 0.37% | 5.04 CHF | 5.05 CHF | 76'000 | 76'000 | 35'368 | 35'368 | 173'602 CHF | 174'139 CHF | 99.26% | 99.26% |
12.07.2024 | 0.39% | 4.75 CHF | 4.76 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 168'551 CHF | 169'099 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 4.73 CHF | 4.74 CHF | 80'000 | 80'000 | 35'527 | 35'527 | 172'103 CHF | 172'640 CHF | 99.98% | 99.98% |
10.07.2024 | 0.38% | 4.71 CHF | 4.72 CHF | 80'000 | 80'000 | 35'772 | 35'772 | 167'965 CHF | 168'507 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 4.66 CHF | 4.67 CHF | 80'000 | 80'000 | 35'779 | 35'779 | 169'694 CHF | 170'236 CHF | 99.99% | 99.99% |
08.07.2024 | 0.38% | 4.71 CHF | 4.72 CHF | 80'000 | 80'000 | 35'511 | 35'511 | 166'810 CHF | 167'345 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 4.58 CHF | 4.59 CHF | 84'000 | 84'000 | 37'954 | 37'954 | 167'275 CHF | 167'854 CHF | 99.63% | 99.63% |
04.07.2024 | 0.46% | 4.32 CHF | 4.34 CHF | 34'000 | 34'000 | 27'086 | 27'086 | 117'120 CHF | 117'662 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 4.37 CHF | 4.38 CHF | 84'000 | 84'000 | 37'514 | 37'514 | 163'229 CHF | 163'797 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 4.40 CHF | 4.41 CHF | 84'000 | 84'000 | 36'581 | 36'581 | 158'670 CHF | 159'219 CHF | 99.99% | 99.99% |