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 | 0.94% | 2.70 CHF | 2.73 CHF | 18'700 | 18'700 | 18'700 | 18'700 | 59'389 CHF | 59'950 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 3.42 CHF | 3.45 CHF | 18'600 | 18'600 | 18'600 | 18'600 | 62'405 CHF | 62'963 CHF | 99.99% | 99.99% |
11.07.2024 | 0.90% | 3.43 CHF | 3.46 CHF | 19'700 | 19'700 | 19'700 | 19'700 | 65'148 CHF | 65'739 CHF | 99.98% | 99.98% |
10.07.2024 | 0.94% | 3.18 CHF | 3.21 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 63'428 CHF | 64'028 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 3.08 CHF | 3.10 CHF | 20'400 | 20'400 | 20'400 | 20'400 | 64'737 CHF | 65'145 CHF | 99.74% | 99.74% |
08.07.2024 | 0.91% | 3.01 CHF | 3.04 CHF | 18'200 | 18'200 | 18'200 | 18'200 | 59'764 CHF | 60'310 CHF | 99.30% | 99.30% |
05.07.2024 | 0.90% | 3.29 CHF | 3.32 CHF | 19'600 | 19'600 | 19'600 | 19'600 | 65'192 CHF | 65'780 CHF | 99.98% | 99.98% |
04.07.2024 | 0.63% | 3.17 CHF | 3.19 CHF | 21'400 | 21'400 | 21'400 | 21'400 | 68'030 CHF | 68'458 CHF | 99.64% | 99.64% |
03.07.2024 | 0.73% | 2.88 CHF | 2.90 CHF | 24'800 | 24'800 | 24'840 | 24'840 | 67'604 CHF | 68'101 CHF | 99.99% | 99.99% |
02.07.2024 | 0.91% | 2.32 CHF | 2.34 CHF | 26'700 | 26'700 | 26'700 | 26'700 | 58'205 CHF | 58'739 CHF | 100.00% | 100.00% |