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 | 0.83% | 2.81 CHF | 2.82 CHF | 92'000 | 92'000 | 29'696 | 29'696 | 82'788 CHF | 83'228 CHF | 98.81% | 98.81% |
12.07.2024 | 0.84% | 2.79 CHF | 2.80 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 83'245 CHF | 83'696 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 2.92 CHF | 2.93 CHF | 90'000 | 90'000 | 28'378 | 28'378 | 84'140 CHF | 84'562 CHF | 99.97% | 99.97% |
10.07.2024 | 0.76% | 2.97 CHF | 2.98 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 85'951 CHF | 86'373 CHF | 99.90% | 99.90% |
09.07.2024 | 0.76% | 3.16 CHF | 3.17 CHF | 86'000 | 86'000 | 27'921 | 27'921 | 86'986 CHF | 87'404 CHF | 99.98% | 99.98% |
08.07.2024 | 0.77% | 3.02 CHF | 3.03 CHF | 88'000 | 88'000 | 28'325 | 28'325 | 86'275 CHF | 86'698 CHF | 99.98% | 99.98% |
05.07.2024 | 0.76% | 3.07 CHF | 3.08 CHF | 88'000 | 88'000 | 28'181 | 28'181 | 86'158 CHF | 86'580 CHF | 99.71% | 99.71% |
04.07.2024 | 0.82% | 3.03 CHF | 3.05 CHF | 18'000 | 18'000 | 13'211 | 13'211 | 40'351 CHF | 40'663 CHF | 94.02% | 94.02% |
03.07.2024 | 0.74% | 3.10 CHF | 3.11 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 87'730 CHF | 88'148 CHF | 99.52% | 99.52% |
02.07.2024 | 0.77% | 3.11 CHF | 3.12 CHF | 86'000 | 86'000 | 27'839 | 27'839 | 85'422 CHF | 85'837 CHF | 99.99% | 99.99% |