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 | 0.86% | 2.36 CHF | 2.38 CHF | 17'000 | 17'000 | 16'839 | 16'839 | 39'355 CHF | 39'692 CHF | 99.73% | 99.73% |
12.07.2024 | 0.83% | 2.32 CHF | 2.34 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 40'977 CHF | 41'314 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 2.42 CHF | 2.44 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 40'799 CHF | 41'136 CHF | 99.54% | 99.54% |
10.07.2024 | 0.89% | 2.44 CHF | 2.46 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 38'077 CHF | 38'415 CHF | 99.90% | 99.90% |
09.07.2024 | 0.93% | 2.12 CHF | 2.14 CHF | 17'000 | 17'000 | 16'839 | 16'839 | 36'274 CHF | 36'611 CHF | 99.93% | 99.93% |
08.07.2024 | 0.91% | 2.18 CHF | 2.20 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 37'114 CHF | 37'451 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 2.14 CHF | 2.16 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 36'101 CHF | 36'438 CHF | 99.84% | 99.84% |
04.07.2024 | 0.98% | 2.02 CHF | 2.04 CHF | 16'000 | 16'000 | 16'465 | 16'465 | 33'947 CHF | 34'277 CHF | 100.00% | 100.00% |
03.07.2024 | 0.98% | 2.07 CHF | 2.09 CHF | 17'000 | 17'000 | 16'397 | 16'397 | 33'682 CHF | 34'010 CHF | 99.86% | 99.86% |
02.07.2024 | 0.97% | 2.14 CHF | 2.16 CHF | 17'000 | 17'000 | 16'143 | 16'143 | 33'403 CHF | 33'726 CHF | 99.91% | 99.91% |