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 | 0.86% | 2.70 CHF | 2.71 CHF | 92'000 | 92'000 | 29'696 | 29'696 | 79'630 CHF | 80'070 CHF | 98.81% | 98.81% |
12.07.2024 | 0.87% | 2.68 CHF | 2.69 CHF | 92'000 | 92'000 | 29'878 | 29'878 | 80'053 CHF | 80'505 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 2.82 CHF | 2.83 CHF | 90'000 | 90'000 | 28'386 | 28'386 | 81'128 CHF | 81'550 CHF | 99.98% | 99.98% |
10.07.2024 | 0.79% | 2.86 CHF | 2.87 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 82'910 CHF | 83'332 CHF | 99.90% | 99.90% |
09.07.2024 | 0.79% | 3.06 CHF | 3.07 CHF | 86'000 | 86'000 | 27'923 | 27'923 | 83'995 CHF | 84'413 CHF | 99.98% | 99.98% |
08.07.2024 | 0.79% | 2.92 CHF | 2.93 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 83'281 CHF | 83'704 CHF | 99.98% | 99.98% |
05.07.2024 | 0.79% | 2.96 CHF | 2.97 CHF | 88'000 | 88'000 | 28'183 | 28'183 | 83'150 CHF | 83'571 CHF | 99.71% | 99.71% |
04.07.2024 | 0.85% | 2.92 CHF | 2.94 CHF | 18'000 | 18'000 | 13'207 | 13'207 | 38'907 CHF | 39'218 CHF | 94.02% | 94.02% |
03.07.2024 | 0.76% | 2.99 CHF | 3.00 CHF | 88'000 | 88'000 | 27'957 | 27'957 | 84'727 CHF | 85'145 CHF | 99.52% | 99.52% |
02.07.2024 | 0.80% | 3.00 CHF | 3.01 CHF | 86'000 | 86'000 | 27'845 | 27'845 | 82'439 CHF | 82'854 CHF | 100.00% | 100.00% |