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 | 0.91% | 2.55 CHF | 2.56 CHF | 92'000 | 92'000 | 29'684 | 29'684 | 75'113 CHF | 75'554 CHF | 98.87% | 98.87% |
12.07.2024 | 0.93% | 2.53 CHF | 2.54 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 75'528 CHF | 75'979 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 2.66 CHF | 2.67 CHF | 90'000 | 90'000 | 28'391 | 28'391 | 76'828 CHF | 77'250 CHF | 99.99% | 99.99% |
10.07.2024 | 0.83% | 2.71 CHF | 2.72 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 78'589 CHF | 79'012 CHF | 99.89% | 99.89% |
09.07.2024 | 0.83% | 2.90 CHF | 2.91 CHF | 86'000 | 86'000 | 27'904 | 27'904 | 79'679 CHF | 80'098 CHF | 99.98% | 99.98% |
08.07.2024 | 0.84% | 2.77 CHF | 2.78 CHF | 88'000 | 88'000 | 28'335 | 28'335 | 78'969 CHF | 79'391 CHF | 99.98% | 99.98% |
05.07.2024 | 0.83% | 2.81 CHF | 2.82 CHF | 88'000 | 88'000 | 28'179 | 28'179 | 78'835 CHF | 79'256 CHF | 99.70% | 99.70% |
04.07.2024 | 0.90% | 2.77 CHF | 2.79 CHF | 18'000 | 18'000 | 13'208 | 13'208 | 36'913 CHF | 37'224 CHF | 94.02% | 94.02% |
03.07.2024 | 0.80% | 2.84 CHF | 2.85 CHF | 88'000 | 88'000 | 27'957 | 27'957 | 80'453 CHF | 80'872 CHF | 99.53% | 99.53% |
02.07.2024 | 0.85% | 2.85 CHF | 2.86 CHF | 86'000 | 86'000 | 27'840 | 27'840 | 78'167 CHF | 78'583 CHF | 99.99% | 99.99% |