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 | 1.01% | 2.24 CHF | 2.25 CHF | 60'000 | 60'000 | 26'842 | 26'842 | 61'009 CHF | 61'495 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 2.27 CHF | 2.28 CHF | 60'000 | 60'000 | 26'844 | 26'844 | 61'029 CHF | 61'515 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 2.26 CHF | 2.27 CHF | 60'000 | 60'000 | 26'826 | 26'826 | 60'670 CHF | 61'155 CHF | 99.98% | 99.98% |
10.07.2024 | 0.83% | 2.21 CHF | 2.22 CHF | 60'000 | 60'000 | 26'831 | 26'831 | 58'131 CHF | 58'537 CHF | 99.90% | 99.90% |
09.07.2024 | 0.86% | 2.13 CHF | 2.14 CHF | 60'000 | 60'000 | 27'860 | 27'860 | 58'624 CHF | 59'049 CHF | 99.77% | 99.77% |
08.07.2024 | 0.84% | 2.12 CHF | 2.13 CHF | 60'000 | 60'000 | 27'098 | 27'098 | 57'795 CHF | 58'206 CHF | 99.25% | 99.25% |
05.07.2024 | 0.85% | 2.07 CHF | 2.08 CHF | 62'000 | 62'000 | 27'966 | 27'966 | 58'504 CHF | 58'929 CHF | 99.90% | 99.90% |
04.07.2024 | 0.94% | 2.13 CHF | 2.15 CHF | 24'000 | 24'000 | 19'236 | 19'236 | 40'762 CHF | 41'147 CHF | 99.54% | 99.54% |
03.07.2024 | 0.84% | 2.09 CHF | 2.10 CHF | 62'000 | 62'000 | 27'196 | 27'196 | 57'483 CHF | 57'893 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 2.14 CHF | 2.15 CHF | 60'000 | 60'000 | 26'850 | 26'850 | 57'730 CHF | 58'137 CHF | 99.98% | 99.98% |