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 | 0.94% | 2.48 CHF | 2.49 CHF | 92'000 | 92'000 | 29'696 | 29'696 | 73'140 CHF | 73'581 CHF | 98.82% | 98.82% |
12.07.2024 | 0.95% | 2.47 CHF | 2.48 CHF | 92'000 | 92'000 | 29'880 | 29'880 | 73'530 CHF | 73'981 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 2.60 CHF | 2.61 CHF | 90'000 | 90'000 | 28'386 | 28'386 | 74'919 CHF | 75'341 CHF | 99.98% | 99.98% |
10.07.2024 | 0.85% | 2.65 CHF | 2.66 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 76'703 CHF | 77'125 CHF | 99.90% | 99.90% |
09.07.2024 | 0.85% | 2.84 CHF | 2.85 CHF | 86'000 | 86'000 | 27'923 | 27'923 | 77'872 CHF | 78'290 CHF | 99.98% | 99.98% |
08.07.2024 | 0.86% | 2.70 CHF | 2.71 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 77'069 CHF | 77'492 CHF | 99.98% | 99.98% |
05.07.2024 | 0.85% | 2.74 CHF | 2.75 CHF | 88'000 | 88'000 | 28'185 | 28'185 | 76'986 CHF | 77'407 CHF | 99.72% | 99.72% |
04.07.2024 | 0.92% | 2.70 CHF | 2.72 CHF | 18'000 | 18'000 | 13'207 | 13'207 | 36'007 CHF | 36'319 CHF | 94.02% | 94.02% |
03.07.2024 | 0.82% | 2.77 CHF | 2.78 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 78'574 CHF | 78'993 CHF | 99.52% | 99.52% |
02.07.2024 | 0.87% | 2.78 CHF | 2.79 CHF | 86'000 | 86'000 | 27'845 | 27'845 | 76'310 CHF | 76'725 CHF | 100.00% | 100.00% |