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 | 0.66% | 4.34 CHF | 4.35 CHF | 62'000 | 62'000 | 24'943 | 24'943 | 107'939 CHF | 108'439 CHF | 98.92% | 98.92% |
12.07.2024 | 0.72% | 4.27 CHF | 4.28 CHF | 62'000 | 62'000 | 25'255 | 25'255 | 103'728 CHF | 104'235 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 4.24 CHF | 4.25 CHF | 62'000 | 62'000 | 23'942 | 23'942 | 105'965 CHF | 106'439 CHF | 100.00% | 100.00% |
10.07.2024 | 0.64% | 4.50 CHF | 4.51 CHF | 60'000 | 60'000 | 23'880 | 23'880 | 106'424 CHF | 106'897 CHF | 99.59% | 99.59% |
09.07.2024 | 0.63% | 4.38 CHF | 4.39 CHF | 60'000 | 60'000 | 23'797 | 23'797 | 108'013 CHF | 108'486 CHF | 99.99% | 99.99% |
08.07.2024 | 0.66% | 4.47 CHF | 4.48 CHF | 60'000 | 60'000 | 24'392 | 24'392 | 106'696 CHF | 107'190 CHF | 99.99% | 99.99% |
05.07.2024 | 0.74% | 4.21 CHF | 4.22 CHF | 62'000 | 62'000 | 26'401 | 26'401 | 104'386 CHF | 104'916 CHF | 95.77% | 95.77% |
04.07.2024 | 0.82% | 3.68 CHF | 3.70 CHF | 20'000 | 20'000 | 16'819 | 16'819 | 62'354 CHF | 62'839 CHF | 97.96% | 97.96% |
03.07.2024 | 0.66% | 3.73 CHF | 3.74 CHF | 66'000 | 66'000 | 27'584 | 27'584 | 97'617 CHF | 98'091 CHF | 97.48% | 97.48% |
02.07.2024 | 0.72% | 3.34 CHF | 3.35 CHF | 70'000 | 70'000 | 27'560 | 27'560 | 90'532 CHF | 91'004 CHF | 100.00% | 100.00% |