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 | 0.51% | 3.79 CHF | 3.81 CHF | 14'400 | 14'400 | 14'687 | 14'687 | 57'911 CHF | 58'205 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 3.57 CHF | 3.59 CHF | 13'800 | 13'800 | 13'951 | 13'951 | 54'209 CHF | 54'488 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 15'400 | 15'400 | 15'402 | 15'402 | 56'876 CHF | 57'030 CHF | 99.05% | 99.05% |
10.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 15'900 | 15'900 | 15'651 | 15'651 | 53'259 CHF | 53'416 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 17'100 | 17'100 | 16'747 | 16'747 | 55'259 CHF | 55'427 CHF | 99.74% | 99.74% |
08.07.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 16'200 | 16'200 | 16'125 | 16'125 | 50'014 CHF | 50'175 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 15'700 | 15'700 | 15'636 | 15'636 | 50'181 CHF | 50'337 CHF | 99.79% | 99.79% |
04.07.2024 | 0.57% | 3.30 CHF | 3.32 CHF | 14'900 | 14'900 | 15'084 | 15'084 | 51'305 CHF | 51'599 CHF | 100.00% | 100.00% |
03.07.2024 | 0.56% | 3.36 CHF | 3.38 CHF | 12'700 | 12'700 | 12'928 | 12'928 | 46'176 CHF | 46'435 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 3.99 CHF | 4.01 CHF | 13'500 | 13'500 | 13'444 | 13'444 | 53'793 CHF | 54'062 CHF | 99.99% | 99.99% |