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 | 1.38% | 3.34 CHF | 3.36 CHF | 3'020 | 3'020 | 2'020 | 2'020 | 6'736 CHF | 6'821 CHF | 99.97% | 99.97% |
12.07.2024 | 1.40% | 3.28 CHF | 3.30 CHF | 3'010 | 3'010 | 2'016 | 2'016 | 6'684 CHF | 6'769 CHF | 99.93% | 99.93% |
11.07.2024 | 1.85% | 3.18 CHF | 3.20 CHF | 3'000 | 3'000 | 1'968 | 1'968 | 5'087 CHF | 5'170 CHF | 99.71% | 99.71% |
10.07.2024 | 1.87% | 2.80 CHF | 2.82 CHF | 2'950 | 2'950 | 1'957 | 1'957 | 4'897 CHF | 4'980 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 2.45 CHF | 2.47 CHF | 2'910 | 2'910 | 1'949 | 1'949 | 4'831 CHF | 4'914 CHF | 99.48% | 99.48% |
08.07.2024 | 1.90% | 2.50 CHF | 2.52 CHF | 2'930 | 2'930 | 1'955 | 1'955 | 4'756 CHF | 4'838 CHF | 99.94% | 99.94% |
05.07.2024 | 1.69% | 2.50 CHF | 2.52 CHF | 2'920 | 2'920 | 1'965 | 1'965 | 5'249 CHF | 5'332 CHF | 99.75% | 99.75% |
04.07.2024 | 2.54% | 2.70 CHF | 2.77 CHF | 588 | 588 | 582 | 582 | 1'600 CHF | 1'641 CHF | 99.36% | 99.36% |
03.07.2024 | 1.91% | 2.87 CHF | 2.89 CHF | 2'950 | 2'950 | 1'948 | 1'948 | 4'882 CHF | 4'964 CHF | 99.62% | 99.62% |
02.07.2024 | 1.54% | 2.87 CHF | 2.89 CHF | 2'930 | 2'930 | 1'960 | 1'960 | 5'888 CHF | 5'971 CHF | 99.39% | 99.39% |