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 | 0.92% | 2.49 CHF | 2.50 CHF | 60'000 | 60'000 | 26'840 | 26'840 | 67'482 CHF | 67'968 CHF | 99.99% | 99.99% |
12.07.2024 | 0.92% | 2.51 CHF | 2.52 CHF | 60'000 | 60'000 | 26'844 | 26'844 | 67'503 CHF | 67'989 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 2.51 CHF | 2.52 CHF | 60'000 | 60'000 | 26'831 | 26'831 | 67'158 CHF | 67'644 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 2.45 CHF | 2.46 CHF | 60'000 | 60'000 | 26'830 | 26'830 | 64'620 CHF | 65'026 CHF | 99.90% | 99.90% |
09.07.2024 | 0.77% | 2.37 CHF | 2.38 CHF | 60'000 | 60'000 | 27'864 | 27'864 | 65'343 CHF | 65'767 CHF | 99.74% | 99.74% |
08.07.2024 | 0.76% | 2.36 CHF | 2.37 CHF | 60'000 | 60'000 | 27'094 | 27'094 | 64'307 CHF | 64'717 CHF | 99.32% | 99.32% |
05.07.2024 | 0.76% | 2.32 CHF | 2.33 CHF | 62'000 | 62'000 | 27'962 | 27'962 | 65'250 CHF | 65'674 CHF | 99.88% | 99.88% |
04.07.2024 | 0.84% | 2.38 CHF | 2.40 CHF | 24'000 | 24'000 | 19'232 | 19'232 | 45'400 CHF | 45'784 CHF | 99.63% | 99.63% |
03.07.2024 | 0.76% | 2.33 CHF | 2.34 CHF | 62'000 | 62'000 | 27'196 | 27'196 | 64'046 CHF | 64'456 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 2.39 CHF | 2.40 CHF | 60'000 | 60'000 | 26'855 | 26'855 | 64'268 CHF | 64'675 CHF | 100.00% | 100.00% |