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 | 1.81% | 3.32 CHF | 3.38 CHF | 18'900 | 18'900 | 19'759 | 19'759 | 64'947 CHF | 66'133 CHF | 100.00% | 100.00% |
12.07.2024 | 1.63% | 3.13 CHF | 3.19 CHF | 20'000 | 20'000 | 22'603 | 22'603 | 71'994 CHF | 73'171 CHF | 100.00% | 100.00% |
11.07.2024 | 1.69% | 2.82 CHF | 2.87 CHF | 23'400 | 23'400 | 23'070 | 23'070 | 67'671 CHF | 68'824 CHF | 71.55% | 71.55% |
10.07.2024 | 1.66% | 3.03 CHF | 3.08 CHF | 22'900 | 22'900 | 23'593 | 23'593 | 70'486 CHF | 71'665 CHF | 99.38% | 99.38% |
09.07.2024 | 1.81% | 3.13 CHF | 3.18 CHF | 23'800 | 23'800 | 24'689 | 24'689 | 67'815 CHF | 69'051 CHF | 99.98% | 99.98% |
08.07.2024 | 1.81% | 2.65 CHF | 2.70 CHF | 25'000 | 25'000 | 26'212 | 26'212 | 71'950 CHF | 73'260 CHF | 99.99% | 99.99% |
05.07.2024 | 1.94% | 2.55 CHF | 2.60 CHF | 26'600 | 26'600 | 26'524 | 26'524 | 67'638 CHF | 68'964 CHF | 99.98% | 99.98% |
04.07.2024 | 1.60% | 2.64 CHF | 2.69 CHF | 26'500 | 26'500 | 28'326 | 28'326 | 74'596 CHF | 75'792 CHF | 100.00% | 100.00% |
03.07.2024 | 1.89% | 2.40 CHF | 2.44 CHF | 28'900 | 28'900 | 24'863 | 24'863 | 62'367 CHF | 63'550 CHF | 100.00% | 100.00% |
02.07.2024 | 1.89% | 2.75 CHF | 2.80 CHF | 23'800 | 23'800 | 22'208 | 22'208 | 66'921 CHF | 68'196 CHF | 99.95% | 99.95% |