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 | 0.55% | 3.60 CHF | 3.62 CHF | 24'000 | 24'000 | 24'124 | 24'124 | 87'754 CHF | 88'236 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 1.94 CHF | 1.96 CHF | 18'900 | 18'900 | 19'068 | 19'068 | 39'569 CHF | 39'950 CHF | 99.99% | 99.99% |
11.07.2024 | 0.89% | 2.20 CHF | 2.22 CHF | 18'000 | 18'000 | 18'064 | 18'064 | 40'203 CHF | 40'564 CHF | 99.80% | 99.80% |
10.07.2024 | 0.80% | 2.38 CHF | 2.40 CHF | 17'400 | 17'400 | 17'465 | 17'465 | 43'327 CHF | 43'677 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 2.47 CHF | 2.49 CHF | 19'000 | 19'000 | 18'811 | 18'811 | 43'553 CHF | 43'929 CHF | 99.74% | 99.74% |
08.07.2024 | 0.90% | 2.26 CHF | 2.28 CHF | 19'600 | 19'600 | 19'456 | 19'456 | 42'913 CHF | 43'303 CHF | 99.98% | 99.98% |
05.07.2024 | 1.01% | 2.24 CHF | 2.26 CHF | 20'900 | 20'900 | 20'624 | 20'624 | 40'598 CHF | 41'011 CHF | 99.80% | 99.80% |
04.07.2024 | 0.93% | 2.09 CHF | 2.11 CHF | 18'900 | 18'900 | 18'959 | 18'959 | 40'540 CHF | 40'920 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 2.20 CHF | 2.22 CHF | 17'900 | 17'900 | 17'982 | 17'982 | 40'937 CHF | 41'296 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 2.37 CHF | 2.39 CHF | 17'700 | 17'700 | 17'797 | 17'797 | 45'225 CHF | 45'581 CHF | 99.99% | 99.99% |