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 | 1.00% | 3.18 CHF | 3.21 CHF | 38'400 | 38'400 | 38'400 | 38'400 | 114'656 CHF | 115'808 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 3.01 CHF | 3.04 CHF | 38'400 | 38'400 | 37'020 | 37'020 | 109'666 CHF | 110'777 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 3.12 CHF | 3.15 CHF | 36'600 | 36'600 | 37'329 | 37'329 | 112'087 CHF | 113'207 CHF | 71.55% | 71.55% |
10.07.2024 | 1.01% | 2.95 CHF | 2.98 CHF | 37'700 | 37'700 | 37'777 | 37'777 | 111'663 CHF | 112'797 CHF | 99.38% | 99.38% |
09.07.2024 | 0.99% | 2.82 CHF | 2.85 CHF | 37'800 | 37'800 | 36'733 | 36'733 | 110'909 CHF | 112'011 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 3.10 CHF | 3.13 CHF | 36'400 | 36'400 | 35'112 | 35'112 | 111'777 CHF | 112'830 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 3.47 CHF | 3.50 CHF | 34'700 | 34'700 | 35'542 | 35'542 | 115'388 CHF | 116'454 CHF | 99.99% | 99.99% |
04.07.2024 | 0.93% | 3.15 CHF | 3.18 CHF | 35'800 | 35'800 | 36'714 | 36'714 | 117'956 CHF | 119'058 CHF | 100.00% | 100.00% |
03.07.2024 | 0.97% | 3.10 CHF | 3.13 CHF | 37'000 | 37'000 | 37'556 | 37'556 | 115'878 CHF | 117'005 CHF | 99.99% | 99.99% |
02.07.2024 | 1.01% | 3.13 CHF | 3.16 CHF | 37'700 | 37'700 | 38'459 | 38'459 | 113'654 CHF | 114'808 CHF | 99.94% | 99.94% |