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 | 0.64% | 94.60 CHF | 95.20 CHF | 2'400 | 2'400 | 2'400 | 2'400 | 223'146 CHF | 224'586 CHF | 99.09% | 99.09% |
12.07.2024 | 0.63% | 97.20 CHF | 97.80 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 237'098 CHF | 238'598 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 92.70 CHF | 93.20 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 233'830 CHF | 235'251 CHF | 99.99% | 99.99% |
10.07.2024 | 0.57% | 90.60 CHF | 91.10 CHF | 2'700 | 2'700 | 2'700 | 2'700 | 237'957 CHF | 239'307 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 81.80 CHF | 82.40 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 212'862 CHF | 214'362 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 93.20 CHF | 93.80 CHF | 2'400 | 2'400 | 2'400 | 2'400 | 234'415 CHF | 235'855 CHF | 99.99% | 99.99% |
05.07.2024 | 0.63% | 91.90 CHF | 92.50 CHF | 2'300 | 2'300 | 2'300 | 2'300 | 217'525 CHF | 218'905 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.90 CHF | 99.40 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 244'499 CHF | 245'749 CHF | 100.00% | 100.00% |
03.07.2024 | 0.56% | 89.50 CHF | 90.00 CHF | 2'800 | 2'800 | 2'800 | 2'800 | 248'641 CHF | 250'041 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 78.70 CHF | 79.20 CHF | 2'600 | 2'600 | 2'600 | 2'600 | 203'140 CHF | 204'440 CHF | 99.97% | 99.97% |