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 | 1.30% | 2.19 CHF | 2.20 CHF | 78'800 | 78'800 | 25'304 | 25'304 | 54'948 CHF | 55'363 CHF | 98.87% | 98.87% |
12.07.2024 | 1.33% | 2.17 CHF | 2.18 CHF | 80'000 | 80'000 | 25'508 | 25'508 | 55'324 CHF | 55'746 CHF | 100.00% | 100.00% |
11.07.2024 | 1.17% | 2.38 CHF | 2.39 CHF | 68'800 | 68'800 | 21'596 | 21'596 | 52'666 CHF | 53'021 CHF | 99.97% | 99.97% |
10.07.2024 | 1.11% | 2.44 CHF | 2.45 CHF | 66'500 | 66'500 | 21'254 | 21'254 | 53'891 CHF | 54'243 CHF | 99.90% | 99.90% |
09.07.2024 | 1.11% | 2.72 CHF | 2.73 CHF | 65'500 | 65'500 | 21'176 | 21'176 | 56'185 CHF | 56'538 CHF | 99.98% | 99.98% |
08.07.2024 | 1.12% | 2.52 CHF | 2.53 CHF | 66'200 | 66'200 | 21'218 | 21'218 | 54'199 CHF | 54'550 CHF | 99.98% | 99.98% |
05.07.2024 | 1.10% | 2.58 CHF | 2.59 CHF | 65'900 | 65'900 | 20'963 | 20'963 | 53'810 CHF | 54'157 CHF | 99.70% | 99.70% |
04.07.2024 | 1.18% | 2.52 CHF | 2.54 CHF | 13'200 | 13'200 | 9'650 | 9'650 | 24'687 CHF | 24'950 CHF | 94.01% | 94.01% |
03.07.2024 | 1.05% | 2.63 CHF | 2.64 CHF | 62'300 | 62'300 | 20'007 | 20'007 | 53'677 CHF | 54'008 CHF | 99.52% | 99.52% |
02.07.2024 | 1.15% | 2.64 CHF | 2.65 CHF | 65'600 | 65'600 | 21'166 | 21'166 | 54'537 CHF | 54'887 CHF | 100.00% | 100.00% |