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% | 4.97 CHF | 4.98 CHF | 76'000 | 76'000 | 35'368 | 35'368 | 170'903 CHF | 171'440 CHF | 99.26% | 99.26% |
12.07.2024 | 0.40% | 4.68 CHF | 4.69 CHF | 80'000 | 80'000 | 36'069 | 36'069 | 165'807 CHF | 166'355 CHF | 99.96% | 99.96% |
11.07.2024 | 0.37% | 4.65 CHF | 4.66 CHF | 80'000 | 80'000 | 35'544 | 35'544 | 169'475 CHF | 170'012 CHF | 99.96% | 99.96% |
10.07.2024 | 0.39% | 4.63 CHF | 4.64 CHF | 80'000 | 80'000 | 35'771 | 35'771 | 165'243 CHF | 165'784 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 4.58 CHF | 4.59 CHF | 80'000 | 80'000 | 35'785 | 35'785 | 166'990 CHF | 167'532 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 4.63 CHF | 4.64 CHF | 80'000 | 80'000 | 35'510 | 35'510 | 164'102 CHF | 164'638 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 4.50 CHF | 4.51 CHF | 84'000 | 84'000 | 37'960 | 37'960 | 164'403 CHF | 164'981 CHF | 99.16% | 99.16% |
04.07.2024 | 0.47% | 4.24 CHF | 4.26 CHF | 34'000 | 34'000 | 27'109 | 27'109 | 115'151 CHF | 115'693 CHF | 99.65% | 99.65% |
03.07.2024 | 0.42% | 4.30 CHF | 4.31 CHF | 84'000 | 84'000 | 37'514 | 37'514 | 160'338 CHF | 160'905 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 4.32 CHF | 4.33 CHF | 84'000 | 84'000 | 36'583 | 36'583 | 155'945 CHF | 156'494 CHF | 99.98% | 99.98% |