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 | 0.68% | 4.52 CHF | 4.53 CHF | 88'000 | 88'000 | 36'334 | 36'334 | 165'139 CHF | 165'938 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 4.41 CHF | 4.42 CHF | 89'000 | 89'000 | 40'272 | 40'272 | 176'104 CHF | 177'048 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 4.32 CHF | 4.33 CHF | 90'000 | 90'000 | 40'260 | 40'260 | 175'689 CHF | 176'627 CHF | 99.99% | 99.99% |
10.07.2024 | 0.71% | 4.40 CHF | 4.41 CHF | 89'000 | 89'000 | 40'307 | 40'307 | 175'940 CHF | 176'884 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 4.27 CHF | 4.28 CHF | 90'000 | 90'000 | 38'733 | 38'733 | 164'543 CHF | 165'456 CHF | 99.76% | 99.76% |
08.07.2024 | 0.74% | 4.20 CHF | 4.21 CHF | 91'000 | 91'000 | 41'069 | 41'069 | 172'127 CHF | 173'083 CHF | 99.20% | 99.20% |
05.07.2024 | 0.77% | 4.12 CHF | 4.13 CHF | 92'000 | 92'000 | 41'925 | 41'925 | 169'928 CHF | 170'913 CHF | 99.89% | 99.89% |
04.07.2024 | 0.87% | 4.05 CHF | 4.08 CHF | 37'000 | 37'000 | 30'546 | 30'546 | 122'929 CHF | 123'972 CHF | 99.59% | 99.59% |
03.07.2024 | 0.75% | 3.97 CHF | 3.98 CHF | 94'000 | 94'000 | 41'188 | 41'188 | 169'823 CHF | 170'780 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 4.07 CHF | 4.08 CHF | 92'000 | 92'000 | 41'097 | 41'097 | 166'766 CHF | 167'719 CHF | 99.97% | 99.97% |