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% | 5.07 CHF | 5.08 CHF | 76'000 | 76'000 | 35'364 | 35'364 | 174'533 CHF | 175'069 CHF | 99.25% | 99.25% |
12.07.2024 | 0.39% | 4.78 CHF | 4.79 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 169'521 CHF | 170'069 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 4.76 CHF | 4.77 CHF | 80'000 | 80'000 | 35'527 | 35'527 | 173'042 CHF | 173'579 CHF | 99.98% | 99.98% |
10.07.2024 | 0.38% | 4.74 CHF | 4.75 CHF | 80'000 | 80'000 | 35'772 | 35'772 | 168'930 CHF | 169'472 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 4.68 CHF | 4.69 CHF | 80'000 | 80'000 | 35'781 | 35'781 | 170'664 CHF | 171'206 CHF | 99.99% | 99.99% |
08.07.2024 | 0.38% | 4.73 CHF | 4.74 CHF | 80'000 | 80'000 | 35'511 | 35'511 | 167'766 CHF | 168'302 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 4.61 CHF | 4.62 CHF | 84'000 | 84'000 | 37'962 | 37'962 | 168'335 CHF | 168'914 CHF | 99.17% | 99.17% |
04.07.2024 | 0.46% | 4.35 CHF | 4.37 CHF | 34'000 | 34'000 | 27'118 | 27'118 | 118'023 CHF | 118'566 CHF | 99.50% | 99.50% |
03.07.2024 | 0.41% | 4.40 CHF | 4.41 CHF | 84'000 | 84'000 | 37'514 | 37'514 | 164'235 CHF | 164'803 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 4.42 CHF | 4.43 CHF | 84'000 | 84'000 | 36'579 | 36'579 | 159'663 CHF | 160'211 CHF | 99.98% | 99.98% |