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 | 0.80% | 2.53 CHF | 2.55 CHF | 14'000 | 14'000 | 13'868 | 13'868 | 35'100 CHF | 35'377 CHF | 99.91% | 99.91% |
12.07.2024 | 0.74% | 2.78 CHF | 2.80 CHF | 13'000 | 13'000 | 12'878 | 12'878 | 35'160 CHF | 35'418 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 2.70 CHF | 2.72 CHF | 13'000 | 13'000 | 12'878 | 12'878 | 34'648 CHF | 34'906 CHF | 99.87% | 99.87% |
10.07.2024 | 0.79% | 2.59 CHF | 2.61 CHF | 13'000 | 13'000 | 13'810 | 13'810 | 35'174 CHF | 35'451 CHF | 99.94% | 99.94% |
09.07.2024 | 0.78% | 2.53 CHF | 2.55 CHF | 14'000 | 14'000 | 13'206 | 13'206 | 34'074 CHF | 34'338 CHF | 99.95% | 99.95% |
08.07.2024 | 0.78% | 2.55 CHF | 2.57 CHF | 14'000 | 14'000 | 13'030 | 13'030 | 33'654 CHF | 33'915 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 2.62 CHF | 2.64 CHF | 13'000 | 13'000 | 12'878 | 12'878 | 34'410 CHF | 34'668 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 2.66 CHF | 2.68 CHF | 13'000 | 13'000 | 12'877 | 12'877 | 34'370 CHF | 34'628 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 2.67 CHF | 2.69 CHF | 13'000 | 13'000 | 12'878 | 12'878 | 34'722 CHF | 34'980 CHF | 99.87% | 99.87% |
02.07.2024 | 0.75% | 2.68 CHF | 2.70 CHF | 13'000 | 13'000 | 12'877 | 12'877 | 34'584 CHF | 34'841 CHF | 99.29% | 99.29% |