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 | 0.38% | 4.83 CHF | 4.84 CHF | 76'000 | 76'000 | 35'367 | 35'367 | 166'168 CHF | 166'705 CHF | 99.26% | 99.26% |
12.07.2024 | 0.41% | 4.54 CHF | 4.55 CHF | 80'000 | 80'000 | 36'086 | 36'086 | 161'041 CHF | 161'589 CHF | 100.00% | 100.00% |
11.07.2024 | 0.39% | 4.52 CHF | 4.53 CHF | 80'000 | 80'000 | 35'529 | 35'529 | 164'636 CHF | 165'173 CHF | 99.98% | 99.98% |
10.07.2024 | 0.40% | 4.50 CHF | 4.51 CHF | 80'000 | 80'000 | 35'772 | 35'772 | 160'412 CHF | 160'953 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 4.45 CHF | 4.46 CHF | 80'000 | 80'000 | 35'784 | 35'784 | 162'161 CHF | 162'703 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 4.50 CHF | 4.51 CHF | 80'000 | 80'000 | 35'511 | 35'511 | 159'406 CHF | 159'942 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 4.37 CHF | 4.38 CHF | 84'000 | 84'000 | 37'953 | 37'953 | 159'246 CHF | 159'825 CHF | 99.62% | 99.62% |
04.07.2024 | 0.49% | 4.11 CHF | 4.13 CHF | 34'000 | 34'000 | 27'086 | 27'086 | 111'408 CHF | 111'949 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 4.16 CHF | 4.17 CHF | 84'000 | 84'000 | 37'510 | 37'510 | 155'343 CHF | 155'910 CHF | 99.99% | 99.99% |
02.07.2024 | 0.44% | 4.19 CHF | 4.20 CHF | 84'000 | 84'000 | 36'582 | 36'582 | 150'983 CHF | 151'532 CHF | 99.99% | 99.99% |