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 | 1.11% | 2.72 CHF | 2.75 CHF | 27'280 | 27'280 | 26'991 | 26'991 | 73'612 CHF | 74'423 CHF | 99.99% | 99.99% |
12.07.2024 | 1.02% | 2.89 CHF | 2.92 CHF | 25'790 | 25'790 | 25'664 | 25'664 | 76'082 CHF | 76'853 CHF | 99.99% | 99.99% |
11.07.2024 | 0.97% | 3.11 CHF | 3.14 CHF | 24'160 | 24'160 | 23'977 | 23'977 | 74'894 CHF | 75'614 CHF | 99.90% | 99.90% |
10.07.2024 | 1.16% | 3.24 CHF | 3.28 CHF | 21'810 | 21'810 | 21'812 | 21'812 | 75'304 CHF | 76'178 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 3.61 CHF | 3.65 CHF | 21'700 | 21'700 | 21'443 | 21'443 | 76'208 CHF | 77'066 CHF | 99.39% | 99.39% |
08.07.2024 | 1.09% | 3.71 CHF | 3.75 CHF | 21'610 | 21'610 | 21'378 | 21'378 | 78'996 CHF | 79'852 CHF | 100.00% | 100.00% |
05.07.2024 | 1.13% | 3.70 CHF | 3.74 CHF | 21'660 | 21'660 | 21'315 | 21'315 | 75'887 CHF | 76'741 CHF | 99.91% | 99.91% |
04.07.2024 | 1.06% | 3.71 CHF | 3.75 CHF | 23'090 | 23'090 | 22'975 | 22'975 | 87'214 CHF | 88'134 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 3.51 CHF | 3.54 CHF | 24'210 | 24'210 | 23'874 | 23'874 | 82'370 CHF | 83'087 CHF | 100.00% | 100.00% |
02.07.2024 | 0.89% | 3.34 CHF | 3.37 CHF | 24'820 | 24'820 | 24'646 | 24'646 | 83'650 CHF | 84'390 CHF | 99.44% | 99.44% |