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 | 0.71% | 4.33 CHF | 4.34 CHF | 88'000 | 88'000 | 36'328 | 36'328 | 158'363 CHF | 159'162 CHF | 99.99% | 99.99% |
12.07.2024 | 0.75% | 4.23 CHF | 4.24 CHF | 89'000 | 89'000 | 40'268 | 40'268 | 168'588 CHF | 169'531 CHF | 99.99% | 99.99% |
11.07.2024 | 0.74% | 4.13 CHF | 4.14 CHF | 90'000 | 90'000 | 40'261 | 40'261 | 168'184 CHF | 169'121 CHF | 99.99% | 99.99% |
10.07.2024 | 0.74% | 4.21 CHF | 4.22 CHF | 89'000 | 89'000 | 40'311 | 40'311 | 168'433 CHF | 169'377 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 4.08 CHF | 4.09 CHF | 90'000 | 90'000 | 38'733 | 38'733 | 157'319 CHF | 158'231 CHF | 99.76% | 99.76% |
08.07.2024 | 0.78% | 4.02 CHF | 4.03 CHF | 91'000 | 91'000 | 41'068 | 41'068 | 164'475 CHF | 165'431 CHF | 99.20% | 99.20% |
05.07.2024 | 0.81% | 3.94 CHF | 3.95 CHF | 92'000 | 92'000 | 41'925 | 41'925 | 162'114 CHF | 163'099 CHF | 99.89% | 99.89% |
04.07.2024 | 0.92% | 3.86 CHF | 3.89 CHF | 37'000 | 37'000 | 30'543 | 30'543 | 117'203 CHF | 118'246 CHF | 99.64% | 99.64% |
03.07.2024 | 0.78% | 3.79 CHF | 3.80 CHF | 94'000 | 94'000 | 41'189 | 41'189 | 162'136 CHF | 163'094 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 3.88 CHF | 3.89 CHF | 92'000 | 92'000 | 41'092 | 41'092 | 159'022 CHF | 159'976 CHF | 99.96% | 99.96% |