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 | 0.77% | 3.01 CHF | 3.02 CHF | 92'000 | 92'000 | 29'697 | 29'697 | 88'914 CHF | 89'354 CHF | 98.82% | 98.82% |
12.07.2024 | 0.78% | 3.00 CHF | 3.01 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 89'386 CHF | 89'838 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 3.13 CHF | 3.14 CHF | 90'000 | 90'000 | 28'386 | 28'386 | 89'992 CHF | 90'414 CHF | 99.98% | 99.98% |
10.07.2024 | 0.71% | 3.18 CHF | 3.19 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 91'782 CHF | 92'204 CHF | 99.90% | 99.90% |
09.07.2024 | 0.71% | 3.37 CHF | 3.38 CHF | 86'000 | 86'000 | 27'904 | 27'904 | 92'667 CHF | 93'085 CHF | 99.98% | 99.98% |
08.07.2024 | 0.72% | 3.23 CHF | 3.24 CHF | 88'000 | 88'000 | 28'329 | 28'329 | 92'117 CHF | 92'540 CHF | 99.98% | 99.98% |
05.07.2024 | 0.71% | 3.27 CHF | 3.28 CHF | 88'000 | 88'000 | 28'181 | 28'181 | 91'982 CHF | 92'404 CHF | 99.71% | 99.71% |
04.07.2024 | 0.77% | 3.23 CHF | 3.25 CHF | 18'000 | 18'000 | 13'212 | 13'212 | 43'085 CHF | 43'397 CHF | 94.02% | 94.02% |
03.07.2024 | 0.69% | 3.31 CHF | 3.32 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 93'521 CHF | 93'939 CHF | 99.52% | 99.52% |
02.07.2024 | 0.72% | 3.32 CHF | 3.33 CHF | 86'000 | 86'000 | 27'840 | 27'840 | 91'193 CHF | 91'608 CHF | 99.99% | 99.99% |