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 | 0.89% | 3.43 CHF | 3.46 CHF | 43'500 | 43'500 | 43'500 | 43'500 | 145'554 CHF | 146'859 CHF | 99.10% | 99.10% |
12.07.2024 | 0.86% | 3.59 CHF | 3.62 CHF | 46'500 | 46'500 | 46'500 | 46'500 | 160'760 CHF | 162'155 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 3.34 CHF | 3.37 CHF | 46'600 | 46'600 | 46'600 | 46'600 | 157'630 CHF | 159'028 CHF | 99.99% | 99.99% |
10.07.2024 | 0.96% | 3.23 CHF | 3.26 CHF | 52'300 | 52'300 | 52'300 | 52'300 | 162'368 CHF | 163'937 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 2.77 CHF | 2.80 CHF | 45'900 | 45'900 | 45'900 | 45'900 | 135'530 CHF | 136'907 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 3.39 CHF | 3.42 CHF | 45'400 | 45'400 | 45'400 | 45'400 | 165'392 CHF | 166'754 CHF | 99.99% | 99.99% |
05.07.2024 | 0.86% | 3.32 CHF | 3.35 CHF | 42'100 | 42'100 | 42'100 | 42'100 | 145'986 CHF | 147'249 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 3.71 CHF | 3.74 CHF | 48'100 | 48'100 | 48'100 | 48'100 | 175'498 CHF | 176'941 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 3.21 CHF | 3.24 CHF | 56'800 | 56'800 | 56'800 | 56'800 | 180'356 CHF | 182'060 CHF | 100.00% | 100.00% |
02.07.2024 | 1.14% | 2.66 CHF | 2.69 CHF | 49'300 | 49'300 | 49'300 | 49'300 | 129'467 CHF | 130'946 CHF | 99.97% | 99.97% |