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 | 0.87% | 3.26 CHF | 3.29 CHF | 25'000 | 25'000 | 24'820 | 24'820 | 84'980 CHF | 85'724 CHF | 99.98% | 99.98% |
12.07.2024 | 0.90% | 3.31 CHF | 3.34 CHF | 25'300 | 25'300 | 25'155 | 25'155 | 83'906 CHF | 84'660 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 3.31 CHF | 3.34 CHF | 25'300 | 25'300 | 25'104 | 25'104 | 86'066 CHF | 86'819 CHF | 99.88% | 99.88% |
10.07.2024 | 0.95% | 3.23 CHF | 3.26 CHF | 27'300 | 27'300 | 27'371 | 27'371 | 86'059 CHF | 86'880 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 3.04 CHF | 3.07 CHF | 27'600 | 27'600 | 27'515 | 27'515 | 84'821 CHF | 85'648 CHF | 99.98% | 99.98% |
08.07.2024 | 1.01% | 3.00 CHF | 3.03 CHF | 29'300 | 29'300 | 29'376 | 29'376 | 87'117 CHF | 87'998 CHF | 99.99% | 99.99% |
05.07.2024 | 1.04% | 2.80 CHF | 2.83 CHF | 28'000 | 28'000 | 27'986 | 27'986 | 80'122 CHF | 80'961 CHF | 100.00% | 100.00% |
04.07.2024 | 0.98% | 3.05 CHF | 3.08 CHF | 28'400 | 28'400 | 28'413 | 28'413 | 86'151 CHF | 87'003 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 2.91 CHF | 2.94 CHF | 27'000 | 27'000 | 26'987 | 26'987 | 77'883 CHF | 78'693 CHF | 99.98% | 99.98% |
02.07.2024 | 0.97% | 3.09 CHF | 3.12 CHF | 24'400 | 24'400 | 24'342 | 24'342 | 75'263 CHF | 75'994 CHF | 100.00% | 100.00% |