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 | 0.65% | 3.02 CHF | 3.04 CHF | 16'000 | 16'000 | 16'008 | 16'008 | 48'808 CHF | 49'128 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 3.04 CHF | 3.06 CHF | 16'000 | 16'000 | 16'826 | 16'826 | 49'962 CHF | 50'299 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 2.94 CHF | 2.96 CHF | 17'000 | 17'000 | 16'991 | 16'991 | 49'648 CHF | 49'988 CHF | 99.96% | 99.99% |
10.07.2024 | 0.70% | 2.89 CHF | 2.91 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 48'712 CHF | 49'052 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 2.85 CHF | 2.87 CHF | 17'000 | 17'000 | 16'980 | 16'980 | 48'361 CHF | 48'701 CHF | 100.00% | 100.00% |
08.07.2024 | 0.70% | 2.83 CHF | 2.85 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 48'196 CHF | 48'536 CHF | 99.99% | 99.99% |
05.07.2024 | 0.70% | 2.88 CHF | 2.90 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 48'698 CHF | 49'038 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 2.82 CHF | 2.84 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 47'525 CHF | 47'865 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 2.72 CHF | 2.74 CHF | 17'000 | 17'000 | 17'134 | 17'134 | 45'773 CHF | 46'115 CHF | 99.99% | 99.99% |
02.07.2024 | 0.77% | 2.65 CHF | 2.67 CHF | 17'000 | 17'000 | 17'910 | 17'910 | 46'286 CHF | 46'644 CHF | 99.98% | 99.98% |