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 | 3.28% | 0.78 CHF | 0.79 CHF | 38'140 | 38'140 | 25'814 | 25'814 | 20'901 CHF | 21'537 CHF | 99.84% | 99.84% |
12.07.2024 | 2.63% | 0.92 CHF | 0.93 CHF | 40'350 | 40'350 | 28'055 | 28'055 | 28'006 CHF | 28'700 CHF | 99.63% | 99.63% |
11.07.2024 | 3.38% | 0.79 CHF | 0.80 CHF | 38'140 | 38'140 | 25'372 | 25'372 | 19'817 CHF | 20'441 CHF | 99.47% | 99.47% |
10.07.2024 | 3.41% | 0.80 CHF | 0.81 CHF | 37'900 | 37'900 | 25'340 | 25'340 | 20'009 CHF | 20'631 CHF | 100.00% | 100.00% |
09.07.2024 | 3.03% | 0.83 CHF | 0.84 CHF | 38'420 | 38'420 | 26'267 | 26'267 | 22'987 CHF | 23'637 CHF | 99.65% | 99.65% |
08.07.2024 | 2.93% | 0.86 CHF | 0.87 CHF | 38'950 | 38'950 | 26'772 | 26'772 | 24'338 CHF | 24'996 CHF | 99.68% | 99.68% |
05.07.2024 | 2.96% | 0.91 CHF | 0.92 CHF | 39'910 | 39'910 | 26'780 | 26'780 | 24'329 CHF | 24'981 CHF | 98.31% | 98.31% |
04.07.2024 | 4.16% | 0.93 CHF | 0.97 CHF | 8'078 | 8'078 | 8'044 | 8'044 | 7'632 CHF | 7'954 CHF | 99.18% | 99.18% |
03.07.2024 | 2.60% | 0.97 CHF | 0.98 CHF | 40'880 | 40'880 | 27'885 | 27'885 | 28'374 CHF | 29'062 CHF | 99.64% | 99.64% |
02.07.2024 | 2.12% | 1.11 CHF | 1.12 CHF | 43'340 | 43'340 | 30'877 | 30'877 | 38'246 CHF | 39'017 CHF | 99.94% | 99.94% |