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 | 0.84% | 2.76 CHF | 2.77 CHF | 92'000 | 92'000 | 29'686 | 29'686 | 81'525 CHF | 81'965 CHF | 98.87% | 98.87% |
12.07.2024 | 0.85% | 2.75 CHF | 2.76 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 81'998 CHF | 82'449 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 2.88 CHF | 2.89 CHF | 90'000 | 90'000 | 28'386 | 28'386 | 82'953 CHF | 83'375 CHF | 99.98% | 99.98% |
10.07.2024 | 0.77% | 2.93 CHF | 2.94 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 84'721 CHF | 85'143 CHF | 99.90% | 99.90% |
09.07.2024 | 0.77% | 3.12 CHF | 3.13 CHF | 86'000 | 86'000 | 27'923 | 27'923 | 85'766 CHF | 86'185 CHF | 99.98% | 99.98% |
08.07.2024 | 0.78% | 2.98 CHF | 2.99 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 85'073 CHF | 85'495 CHF | 99.98% | 99.98% |
05.07.2024 | 0.77% | 3.03 CHF | 3.04 CHF | 88'000 | 88'000 | 28'182 | 28'182 | 84'958 CHF | 85'379 CHF | 99.71% | 99.71% |
04.07.2024 | 0.83% | 2.98 CHF | 3.00 CHF | 18'000 | 18'000 | 13'215 | 13'215 | 39'790 CHF | 40'101 CHF | 94.02% | 94.02% |
03.07.2024 | 0.75% | 3.06 CHF | 3.07 CHF | 88'000 | 88'000 | 27'957 | 27'957 | 86'511 CHF | 86'930 CHF | 99.52% | 99.52% |
02.07.2024 | 0.79% | 3.07 CHF | 3.08 CHF | 86'000 | 86'000 | 27'841 | 27'841 | 84'205 CHF | 84'620 CHF | 99.99% | 99.99% |