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 | 0.87% | 2.67 CHF | 2.68 CHF | 92'000 | 92'000 | 29'681 | 29'681 | 78'575 CHF | 79'015 CHF | 98.89% | 98.89% |
12.07.2024 | 0.89% | 2.65 CHF | 2.66 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 79'048 CHF | 79'499 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 2.78 CHF | 2.79 CHF | 90'000 | 90'000 | 28'378 | 28'378 | 80'123 CHF | 80'545 CHF | 99.97% | 99.97% |
10.07.2024 | 0.80% | 2.83 CHF | 2.84 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 81'914 CHF | 82'336 CHF | 99.90% | 99.90% |
09.07.2024 | 0.80% | 3.02 CHF | 3.03 CHF | 86'000 | 86'000 | 27'921 | 27'921 | 82'996 CHF | 83'415 CHF | 99.98% | 99.98% |
08.07.2024 | 0.80% | 2.88 CHF | 2.89 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 82'262 CHF | 82'684 CHF | 99.98% | 99.98% |
05.07.2024 | 0.79% | 2.93 CHF | 2.94 CHF | 88'000 | 88'000 | 28'180 | 28'180 | 82'168 CHF | 82'589 CHF | 99.70% | 99.70% |
04.07.2024 | 0.86% | 2.88 CHF | 2.90 CHF | 18'000 | 18'000 | 13'204 | 13'204 | 38'455 CHF | 38'766 CHF | 94.02% | 94.02% |
03.07.2024 | 0.77% | 2.96 CHF | 2.97 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 83'739 CHF | 84'158 CHF | 99.52% | 99.52% |
02.07.2024 | 0.81% | 2.97 CHF | 2.98 CHF | 86'000 | 86'000 | 27'840 | 27'840 | 81'437 CHF | 81'852 CHF | 99.99% | 99.99% |