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 | 0.39% | 4.75 CHF | 4.76 CHF | 76'000 | 76'000 | 35'367 | 35'367 | 163'325 CHF | 163'862 CHF | 99.26% | 99.26% |
12.07.2024 | 0.42% | 4.46 CHF | 4.47 CHF | 80'000 | 80'000 | 36'085 | 36'085 | 158'057 CHF | 158'604 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 4.44 CHF | 4.45 CHF | 80'000 | 80'000 | 35'524 | 35'524 | 161'747 CHF | 162'284 CHF | 99.97% | 99.97% |
10.07.2024 | 0.41% | 4.42 CHF | 4.43 CHF | 80'000 | 80'000 | 35'772 | 35'772 | 157'519 CHF | 158'061 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 4.37 CHF | 4.38 CHF | 80'000 | 80'000 | 35'781 | 35'781 | 159'260 CHF | 159'802 CHF | 99.99% | 99.99% |
08.07.2024 | 0.41% | 4.41 CHF | 4.42 CHF | 80'000 | 80'000 | 35'510 | 35'510 | 156'466 CHF | 157'002 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 4.29 CHF | 4.30 CHF | 84'000 | 84'000 | 37'962 | 37'962 | 156'226 CHF | 156'805 CHF | 99.17% | 99.17% |
04.07.2024 | 0.49% | 4.03 CHF | 4.05 CHF | 34'000 | 34'000 | 27'118 | 27'118 | 109'353 CHF | 109'896 CHF | 99.50% | 99.50% |
03.07.2024 | 0.44% | 4.08 CHF | 4.09 CHF | 84'000 | 84'000 | 37'514 | 37'514 | 152'219 CHF | 152'786 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 4.10 CHF | 4.11 CHF | 84'000 | 84'000 | 36'574 | 36'574 | 147'900 CHF | 148'449 CHF | 99.97% | 99.97% |