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 | 0.79% | 2.96 CHF | 2.97 CHF | 92'000 | 92'000 | 29'679 | 29'679 | 87'439 CHF | 87'879 CHF | 98.90% | 98.90% |
12.07.2024 | 0.80% | 2.95 CHF | 2.96 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 87'974 CHF | 88'425 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 3.08 CHF | 3.09 CHF | 90'000 | 90'000 | 28'383 | 28'383 | 88'605 CHF | 89'027 CHF | 99.98% | 99.98% |
10.07.2024 | 0.73% | 3.13 CHF | 3.14 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 90'392 CHF | 90'814 CHF | 99.90% | 99.90% |
09.07.2024 | 0.73% | 3.32 CHF | 3.33 CHF | 86'000 | 86'000 | 27'921 | 27'921 | 91'354 CHF | 91'772 CHF | 99.98% | 99.98% |
08.07.2024 | 0.73% | 3.18 CHF | 3.19 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 90'737 CHF | 91'160 CHF | 99.98% | 99.98% |
05.07.2024 | 0.72% | 3.23 CHF | 3.24 CHF | 88'000 | 88'000 | 28'183 | 28'183 | 90'606 CHF | 91'028 CHF | 99.71% | 99.71% |
04.07.2024 | 0.78% | 3.18 CHF | 3.20 CHF | 18'000 | 18'000 | 13'208 | 13'208 | 42'430 CHF | 42'741 CHF | 94.02% | 94.02% |
03.07.2024 | 0.70% | 3.26 CHF | 3.27 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 92'137 CHF | 92'556 CHF | 99.52% | 99.52% |
02.07.2024 | 0.74% | 3.27 CHF | 3.28 CHF | 86'000 | 86'000 | 27'840 | 27'840 | 89'822 CHF | 90'238 CHF | 99.99% | 99.99% |