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 | 0.63% | 4.52 CHF | 4.53 CHF | 62'000 | 62'000 | 24'943 | 24'943 | 112'509 CHF | 113'008 CHF | 98.92% | 98.92% |
12.07.2024 | 0.69% | 4.45 CHF | 4.46 CHF | 62'000 | 62'000 | 25'256 | 25'256 | 108'334 CHF | 108'842 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 4.42 CHF | 4.43 CHF | 62'000 | 62'000 | 23'933 | 23'933 | 110'290 CHF | 110'763 CHF | 99.98% | 99.98% |
10.07.2024 | 0.62% | 4.69 CHF | 4.70 CHF | 60'000 | 60'000 | 23'880 | 23'880 | 110'815 CHF | 111'289 CHF | 99.59% | 99.59% |
09.07.2024 | 0.60% | 4.56 CHF | 4.57 CHF | 60'000 | 60'000 | 23'802 | 23'802 | 112'397 CHF | 112'870 CHF | 100.00% | 100.00% |
08.07.2024 | 0.64% | 4.65 CHF | 4.66 CHF | 60'000 | 60'000 | 24'395 | 24'395 | 111'157 CHF | 111'650 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 4.40 CHF | 4.41 CHF | 62'000 | 62'000 | 26'402 | 26'402 | 109'216 CHF | 109'746 CHF | 95.77% | 95.77% |
04.07.2024 | 0.78% | 3.87 CHF | 3.89 CHF | 20'000 | 20'000 | 16'819 | 16'819 | 65'437 CHF | 65'922 CHF | 97.97% | 97.97% |
03.07.2024 | 0.63% | 3.91 CHF | 3.92 CHF | 66'000 | 66'000 | 27'465 | 27'465 | 102'235 CHF | 102'708 CHF | 98.13% | 98.13% |
02.07.2024 | 0.68% | 3.53 CHF | 3.54 CHF | 70'000 | 70'000 | 27'548 | 27'548 | 95'562 CHF | 96'034 CHF | 99.97% | 99.97% |