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 | 1.17% | 3.44 CHF | 3.46 CHF | 32'460 | 32'460 | 22'145 | 22'145 | 73'253 CHF | 74'040 CHF | 99.80% | 99.80% |
12.07.2024 | 1.15% | 3.33 CHF | 3.35 CHF | 33'030 | 33'030 | 22'079 | 22'079 | 73'491 CHF | 74'271 CHF | 100.00% | 100.00% |
11.07.2024 | 1.09% | 3.38 CHF | 3.40 CHF | 32'700 | 32'700 | 21'406 | 21'406 | 74'929 CHF | 75'684 CHF | 99.74% | 99.74% |
10.07.2024 | 1.06% | 3.55 CHF | 3.57 CHF | 31'710 | 31'710 | 20'938 | 20'938 | 75'801 CHF | 76'540 CHF | 100.00% | 100.00% |
09.07.2024 | 1.05% | 3.71 CHF | 3.73 CHF | 30'850 | 30'850 | 20'772 | 20'772 | 75'970 CHF | 76'707 CHF | 99.68% | 99.68% |
08.07.2024 | 1.05% | 3.65 CHF | 3.67 CHF | 31'210 | 31'210 | 20'857 | 20'857 | 76'010 CHF | 76'747 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 3.71 CHF | 3.73 CHF | 30'890 | 30'890 | 20'950 | 20'950 | 75'792 CHF | 76'535 CHF | 99.80% | 99.80% |
04.07.2024 | 1.68% | 3.59 CHF | 3.65 CHF | 6'282 | 6'282 | 6'225 | 6'225 | 22'300 CHF | 22'674 CHF | 99.38% | 99.38% |
03.07.2024 | 1.07% | 3.60 CHF | 3.62 CHF | 31'460 | 31'460 | 21'019 | 21'019 | 75'538 CHF | 76'281 CHF | 99.66% | 99.66% |
02.07.2024 | 1.09% | 3.61 CHF | 3.63 CHF | 31'290 | 31'290 | 21'141 | 21'141 | 74'673 CHF | 75'422 CHF | 99.90% | 99.90% |