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 | 0.76% | 2.56 CHF | 2.58 CHF | 25'600 | 25'600 | 25'600 | 25'600 | 67'214 CHF | 67'726 CHF | 99.99% | 99.99% |
12.07.2024 | 0.78% | 2.59 CHF | 2.61 CHF | 27'300 | 27'300 | 27'300 | 27'300 | 70'136 CHF | 70'682 CHF | 99.99% | 99.99% |
11.07.2024 | 0.82% | 2.46 CHF | 2.48 CHF | 28'600 | 28'600 | 28'600 | 28'600 | 69'725 CHF | 70'297 CHF | 99.96% | 99.96% |
10.07.2024 | 0.91% | 2.28 CHF | 2.30 CHF | 31'800 | 31'800 | 31'800 | 31'800 | 69'523 CHF | 70'159 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 2.06 CHF | 2.08 CHF | 30'100 | 30'100 | 30'262 | 30'262 | 62'005 CHF | 62'611 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 2.20 CHF | 2.22 CHF | 30'800 | 30'800 | 30'823 | 30'823 | 68'445 CHF | 69'061 CHF | 99.98% | 99.98% |
05.07.2024 | 0.91% | 2.15 CHF | 2.17 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 65'753 CHF | 66'353 CHF | 99.99% | 99.99% |
04.07.2024 | 0.87% | 2.25 CHF | 2.27 CHF | 30'100 | 30'100 | 30'100 | 30'100 | 68'577 CHF | 69'179 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 2.23 CHF | 2.25 CHF | 32'600 | 32'600 | 32'710 | 32'710 | 69'213 CHF | 69'867 CHF | 100.00% | 100.00% |
02.07.2024 | 1.07% | 1.97 CHF | 1.99 CHF | 34'400 | 34'400 | 34'400 | 34'400 | 63'724 CHF | 64'412 CHF | 99.99% | 99.99% |