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 | 1.22% | 2.74 CHF | 2.75 CHF | 37'500 | 37'500 | 16'483 | 16'483 | 43'599 CHF | 43'978 CHF | 99.67% | 99.67% |
12.07.2024 | 1.61% | 2.17 CHF | 2.18 CHF | 38'300 | 38'300 | 16'631 | 16'631 | 32'614 CHF | 33'000 CHF | 100.00% | 100.00% |
11.07.2024 | 1.44% | 2.00 CHF | 2.01 CHF | 32'200 | 32'200 | 14'401 | 14'401 | 29'600 CHF | 29'934 CHF | 99.99% | 99.99% |
10.07.2024 | 1.54% | 2.40 CHF | 2.41 CHF | 28'900 | 28'900 | 12'705 | 12'705 | 29'175 CHF | 29'504 CHF | 100.00% | 100.00% |
09.07.2024 | 1.28% | 3.24 CHF | 3.25 CHF | 18'700 | 18'700 | 8'793 | 8'793 | 33'355 CHF | 33'659 CHF | 100.00% | 100.00% |
08.07.2024 | 1.14% | 4.08 CHF | 4.09 CHF | 20'900 | 20'900 | 9'402 | 9'402 | 36'765 CHF | 37'061 CHF | 100.00% | 100.00% |
05.07.2024 | 1.15% | 3.88 CHF | 3.89 CHF | 22'200 | 22'200 | 9'965 | 9'965 | 38'474 CHF | 38'786 CHF | 99.79% | 99.79% |
04.07.2024 | 1.36% | 3.66 CHF | 3.70 CHF | 8'700 | 8'700 | 6'949 | 6'949 | 25'557 CHF | 25'893 CHF | 99.79% | 99.79% |
03.07.2024 | 1.31% | 3.74 CHF | 3.75 CHF | 17'800 | 17'800 | 8'127 | 8'127 | 31'502 CHF | 31'800 CHF | 99.80% | 99.80% |
02.07.2024 | 1.17% | 4.47 CHF | 4.48 CHF | 18'100 | 18'100 | 8'154 | 8'154 | 36'550 CHF | 36'849 CHF | 99.99% | 99.99% |