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% | 5.14 CHF | 5.15 CHF | 76'000 | 76'000 | 35'363 | 35'363 | 177'055 CHF | 177'592 CHF | 99.25% | 99.25% |
12.07.2024 | 0.38% | 4.85 CHF | 4.86 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 172'186 CHF | 172'734 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 4.83 CHF | 4.84 CHF | 80'000 | 80'000 | 35'527 | 35'527 | 175'600 CHF | 176'137 CHF | 99.98% | 99.98% |
10.07.2024 | 0.38% | 4.81 CHF | 4.82 CHF | 80'000 | 80'000 | 35'771 | 35'771 | 171'499 CHF | 172'041 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 4.76 CHF | 4.77 CHF | 80'000 | 80'000 | 35'785 | 35'785 | 173'329 CHF | 173'871 CHF | 100.00% | 100.00% |
08.07.2024 | 0.37% | 4.81 CHF | 4.82 CHF | 80'000 | 80'000 | 35'511 | 35'511 | 170'387 CHF | 170'922 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 4.68 CHF | 4.69 CHF | 84'000 | 84'000 | 37'953 | 37'953 | 171'016 CHF | 171'595 CHF | 99.63% | 99.63% |
04.07.2024 | 0.45% | 4.42 CHF | 4.44 CHF | 34'000 | 34'000 | 27'086 | 27'086 | 119'814 CHF | 120'356 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 4.48 CHF | 4.49 CHF | 84'000 | 84'000 | 37'515 | 37'515 | 167'031 CHF | 167'599 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 4.50 CHF | 4.51 CHF | 84'000 | 84'000 | 36'577 | 36'577 | 162'374 CHF | 162'922 CHF | 99.98% | 99.98% |