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% | 5.02 CHF | 5.03 CHF | 76'000 | 76'000 | 35'364 | 35'364 | 172'706 CHF | 173'242 CHF | 99.25% | 99.25% |
12.07.2024 | 0.39% | 4.73 CHF | 4.74 CHF | 80'000 | 80'000 | 36'086 | 36'086 | 167'749 CHF | 168'297 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 4.70 CHF | 4.71 CHF | 80'000 | 80'000 | 35'523 | 35'523 | 171'200 CHF | 171'737 CHF | 99.97% | 99.97% |
10.07.2024 | 0.39% | 4.69 CHF | 4.70 CHF | 80'000 | 80'000 | 35'771 | 35'771 | 167'089 CHF | 167'630 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 4.63 CHF | 4.64 CHF | 80'000 | 80'000 | 35'784 | 35'784 | 168'833 CHF | 169'375 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 4.68 CHF | 4.69 CHF | 80'000 | 80'000 | 35'510 | 35'510 | 166'016 CHF | 166'551 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 4.55 CHF | 4.56 CHF | 84'000 | 84'000 | 37'963 | 37'963 | 166'370 CHF | 166'948 CHF | 99.17% | 99.17% |
04.07.2024 | 0.46% | 4.29 CHF | 4.31 CHF | 34'000 | 34'000 | 27'109 | 27'109 | 116'571 CHF | 117'113 CHF | 99.65% | 99.65% |
03.07.2024 | 0.42% | 4.35 CHF | 4.36 CHF | 84'000 | 84'000 | 37'514 | 37'514 | 162'288 CHF | 162'856 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 4.37 CHF | 4.38 CHF | 84'000 | 84'000 | 36'579 | 36'579 | 157'843 CHF | 158'392 CHF | 99.98% | 99.98% |