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 | 0.80% | 2.91 CHF | 2.92 CHF | 92'000 | 92'000 | 29'698 | 29'698 | 85'863 CHF | 86'303 CHF | 98.81% | 98.81% |
12.07.2024 | 0.81% | 2.89 CHF | 2.90 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 86'300 CHF | 86'751 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 3.02 CHF | 3.03 CHF | 90'000 | 90'000 | 28'386 | 28'386 | 87'067 CHF | 87'489 CHF | 99.98% | 99.98% |
10.07.2024 | 0.74% | 3.08 CHF | 3.09 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 88'863 CHF | 89'285 CHF | 99.90% | 99.90% |
09.07.2024 | 0.74% | 3.27 CHF | 3.28 CHF | 86'000 | 86'000 | 27'905 | 27'905 | 89'800 CHF | 90'218 CHF | 99.98% | 99.98% |
08.07.2024 | 0.74% | 3.13 CHF | 3.14 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 89'211 CHF | 89'633 CHF | 99.98% | 99.98% |
05.07.2024 | 0.73% | 3.17 CHF | 3.18 CHF | 88'000 | 88'000 | 28'181 | 28'181 | 89'054 CHF | 89'475 CHF | 99.71% | 99.71% |
04.07.2024 | 0.80% | 3.13 CHF | 3.15 CHF | 18'000 | 18'000 | 13'210 | 13'210 | 41'692 CHF | 42'004 CHF | 94.01% | 94.01% |
03.07.2024 | 0.71% | 3.20 CHF | 3.21 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 90'610 CHF | 91'029 CHF | 99.52% | 99.52% |
02.07.2024 | 0.75% | 3.21 CHF | 3.22 CHF | 86'000 | 86'000 | 27'845 | 27'845 | 88'318 CHF | 88'734 CHF | 100.00% | 100.00% |