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 | 0.66% | 3.07 CHF | 3.09 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 51'271 CHF | 51'608 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 3.03 CHF | 3.05 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 52'898 CHF | 53'235 CHF | 100.00% | 100.00% |
11.07.2024 | 0.64% | 3.12 CHF | 3.14 CHF | 17'000 | 17'000 | 16'839 | 16'839 | 52'722 CHF | 53'059 CHF | 99.32% | 99.32% |
10.07.2024 | 0.68% | 3.15 CHF | 3.17 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 50'003 CHF | 50'340 CHF | 99.95% | 99.95% |
09.07.2024 | 0.70% | 2.83 CHF | 2.85 CHF | 17'000 | 17'000 | 16'839 | 16'839 | 48'194 CHF | 48'531 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 2.89 CHF | 2.91 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 49'037 CHF | 49'374 CHF | 99.90% | 99.90% |
05.07.2024 | 0.71% | 2.85 CHF | 2.87 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 48'027 CHF | 48'364 CHF | 99.73% | 99.73% |
04.07.2024 | 0.73% | 2.73 CHF | 2.75 CHF | 16'000 | 16'000 | 16'454 | 16'454 | 45'570 CHF | 45'899 CHF | 100.00% | 100.00% |
03.07.2024 | 0.73% | 2.78 CHF | 2.80 CHF | 17'000 | 17'000 | 16'390 | 16'390 | 45'273 CHF | 45'601 CHF | 99.86% | 99.86% |
02.07.2024 | 0.73% | 2.85 CHF | 2.87 CHF | 17'000 | 17'000 | 16'161 | 16'161 | 44'883 CHF | 45'207 CHF | 99.77% | 99.77% |