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 | 0.90% | 2.59 CHF | 2.60 CHF | 92'000 | 92'000 | 29'698 | 29'698 | 76'366 CHF | 76'806 CHF | 98.81% | 98.81% |
12.07.2024 | 0.91% | 2.57 CHF | 2.58 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 76'761 CHF | 77'212 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 2.71 CHF | 2.72 CHF | 90'000 | 90'000 | 28'386 | 28'386 | 78'005 CHF | 78'427 CHF | 99.98% | 99.98% |
10.07.2024 | 0.82% | 2.75 CHF | 2.76 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 79'780 CHF | 80'202 CHF | 99.90% | 99.90% |
09.07.2024 | 0.82% | 2.95 CHF | 2.96 CHF | 86'000 | 86'000 | 27'905 | 27'905 | 80'872 CHF | 81'290 CHF | 99.98% | 99.98% |
08.07.2024 | 0.83% | 2.81 CHF | 2.82 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 80'159 CHF | 80'581 CHF | 99.98% | 99.98% |
05.07.2024 | 0.82% | 2.85 CHF | 2.86 CHF | 88'000 | 88'000 | 28'177 | 28'177 | 80'015 CHF | 80'436 CHF | 99.70% | 99.70% |
04.07.2024 | 0.89% | 2.81 CHF | 2.83 CHF | 18'000 | 18'000 | 13'209 | 13'209 | 37'457 CHF | 37'769 CHF | 94.01% | 94.01% |
03.07.2024 | 0.79% | 2.88 CHF | 2.89 CHF | 88'000 | 88'000 | 27'957 | 27'957 | 81'638 CHF | 82'057 CHF | 99.52% | 99.52% |
02.07.2024 | 0.83% | 2.89 CHF | 2.90 CHF | 86'000 | 86'000 | 27'845 | 27'845 | 79'359 CHF | 79'775 CHF | 100.00% | 100.00% |