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 | 0.52% | 3.97 CHF | 3.99 CHF | 16'900 | 16'900 | 16'830 | 16'830 | 64'905 CHF | 65'242 CHF | 99.99% | 99.99% |
12.07.2024 | 0.44% | 4.21 CHF | 4.23 CHF | 13'400 | 13'400 | 13'555 | 13'555 | 61'543 CHF | 61'815 CHF | 99.99% | 99.99% |
11.07.2024 | 0.36% | 5.00 CHF | 5.02 CHF | 11'500 | 11'500 | 11'431 | 11'431 | 63'952 CHF | 64'180 CHF | 99.76% | 99.76% |
10.07.2024 | 0.47% | 5.91 CHF | 5.94 CHF | 9'100 | 9'100 | 9'233 | 9'233 | 59'418 CHF | 59'695 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 7.20 CHF | 7.22 CHF | 10'600 | 10'600 | 10'505 | 10'505 | 71'944 CHF | 72'155 CHF | 99.72% | 99.72% |
08.07.2024 | 0.32% | 6.60 CHF | 6.62 CHF | 10'800 | 10'800 | 10'763 | 10'763 | 67'005 CHF | 67'220 CHF | 99.99% | 99.99% |
05.07.2024 | 0.33% | 6.34 CHF | 6.36 CHF | 10'400 | 10'400 | 10'357 | 10'357 | 62'846 CHF | 63'053 CHF | 99.79% | 99.79% |
04.07.2024 | 0.30% | 6.63 CHF | 6.66 CHF | 9'800 | 9'800 | 10'240 | 10'240 | 70'893 CHF | 71'103 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 6.83 CHF | 6.86 CHF | 9'400 | 9'400 | 9'223 | 9'223 | 63'234 CHF | 63'511 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 7.63 CHF | 7.65 CHF | 10'700 | 10'700 | 10'666 | 10'666 | 82'949 CHF | 83'162 CHF | 99.39% | 99.39% |