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 | 0.79% | 3.92 CHF | 3.93 CHF | 88'000 | 88'000 | 36'328 | 36'328 | 143'449 CHF | 144'247 CHF | 99.99% | 99.99% |
12.07.2024 | 0.83% | 3.82 CHF | 3.83 CHF | 89'000 | 89'000 | 40'272 | 40'272 | 152'075 CHF | 153'019 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 3.72 CHF | 3.73 CHF | 90'000 | 90'000 | 40'253 | 40'253 | 151'636 CHF | 152'573 CHF | 99.99% | 99.99% |
10.07.2024 | 0.82% | 3.80 CHF | 3.81 CHF | 89'000 | 89'000 | 40'307 | 40'307 | 151'827 CHF | 152'771 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 3.67 CHF | 3.68 CHF | 90'000 | 90'000 | 38'730 | 38'730 | 141'354 CHF | 142'266 CHF | 99.77% | 99.77% |
08.07.2024 | 0.87% | 3.61 CHF | 3.62 CHF | 91'000 | 91'000 | 41'075 | 41'075 | 147'642 CHF | 148'598 CHF | 99.16% | 99.16% |
05.07.2024 | 0.91% | 3.53 CHF | 3.54 CHF | 92'000 | 92'000 | 41'924 | 41'924 | 144'870 CHF | 145'855 CHF | 99.89% | 99.89% |
04.07.2024 | 1.03% | 3.45 CHF | 3.48 CHF | 37'000 | 37'000 | 30'546 | 30'546 | 104'645 CHF | 105'688 CHF | 99.59% | 99.59% |
03.07.2024 | 0.88% | 3.38 CHF | 3.39 CHF | 94'000 | 94'000 | 41'189 | 41'189 | 145'120 CHF | 146'078 CHF | 100.00% | 100.00% |
02.07.2024 | 0.88% | 3.46 CHF | 3.47 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 142'062 CHF | 143'015 CHF | 99.97% | 99.97% |