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 | - | 0.57 CHF | - CHF | 95'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.90% |
12.07.2024 | - | 0.65 CHF | - CHF | 85'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.07.2024 | 2.73% | 0.69 CHF | 0.70 CHF | 80'100 | 80'100 | 28'004 | 28'004 | 20'602 CHF | 21'012 CHF | 99.99% | 99.99% |
10.07.2024 | 2.62% | 0.83 CHF | 0.84 CHF | 69'100 | 69'100 | 24'066 | 24'066 | 21'183 CHF | 21'569 CHF | 99.90% | 99.90% |
09.07.2024 | 3.07% | 0.90 CHF | 0.91 CHF | 66'400 | 66'400 | 23'046 | 23'046 | 21'426 CHF | 21'848 CHF | 100.00% | 100.00% |
08.07.2024 | 3.02% | 0.89 CHF | 0.90 CHF | 65'000 | 65'000 | 22'545 | 22'545 | 20'408 CHF | 20'823 CHF | 99.89% | 99.89% |
05.07.2024 | 2.55% | 0.95 CHF | 0.96 CHF | 67'400 | 67'400 | 23'393 | 23'393 | 22'072 CHF | 22'448 CHF | 99.71% | 99.71% |
04.07.2024 | 2.87% | 0.87 CHF | 0.89 CHF | 13'400 | 13'400 | 11'593 | 11'593 | 10'100 CHF | 10'386 CHF | 98.89% | 98.89% |
03.07.2024 | 2.82% | 0.92 CHF | 0.93 CHF | 77'800 | 77'800 | 26'687 | 26'687 | 22'973 CHF | 23'399 CHF | 100.00% | 100.00% |
02.07.2024 | 2.68% | 0.85 CHF | 0.86 CHF | 71'300 | 71'300 | 24'462 | 24'462 | 20'829 CHF | 21'221 CHF | 99.99% | 99.99% |