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 | 1.44% | 2.26 CHF | 2.27 CHF | 48'400 | 48'400 | 17'002 | 17'002 | 38'952 CHF | 39'297 CHF | 97.90% | 97.90% |
12.07.2024 | 1.38% | 2.13 CHF | 2.14 CHF | 51'500 | 51'500 | 17'874 | 17'874 | 37'227 CHF | 37'556 CHF | 100.00% | 100.00% |
11.07.2024 | 1.44% | 2.07 CHF | 2.08 CHF | 52'600 | 52'600 | 18'393 | 18'393 | 37'030 CHF | 37'368 CHF | 99.99% | 99.99% |
10.07.2024 | 1.53% | 1.93 CHF | 1.94 CHF | 56'600 | 56'600 | 19'719 | 19'719 | 36'829 CHF | 37'191 CHF | 99.90% | 99.90% |
09.07.2024 | 1.56% | 1.85 CHF | 1.86 CHF | 58'100 | 58'100 | 20'211 | 20'211 | 36'711 CHF | 37'082 CHF | 100.00% | 100.00% |
08.07.2024 | 1.58% | 1.86 CHF | 1.87 CHF | 58'500 | 58'500 | 20'284 | 20'284 | 37'221 CHF | 37'594 CHF | 99.89% | 99.89% |
05.07.2024 | 1.55% | 1.80 CHF | 1.81 CHF | 57'800 | 57'800 | 20'040 | 20'040 | 36'190 CHF | 36'558 CHF | 99.71% | 99.71% |
04.07.2024 | 1.62% | 1.89 CHF | 1.91 CHF | 11'500 | 11'500 | 9'959 | 9'959 | 18'726 CHF | 19'017 CHF | 98.89% | 98.89% |
03.07.2024 | 1.45% | 1.84 CHF | 1.85 CHF | 54'800 | 54'800 | 18'801 | 18'801 | 35'885 CHF | 36'229 CHF | 100.00% | 100.00% |
02.07.2024 | 1.48% | 1.94 CHF | 1.95 CHF | 54'700 | 54'700 | 18'740 | 18'740 | 36'215 CHF | 36'559 CHF | 100.00% | 100.00% |