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 | 0.74% | 3.13 CHF | 3.14 CHF | 92'000 | 92'000 | 29'696 | 29'696 | 92'248 CHF | 92'688 CHF | 98.81% | 98.81% |
12.07.2024 | 0.75% | 3.11 CHF | 3.12 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 92'761 CHF | 93'212 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 3.24 CHF | 3.25 CHF | 90'000 | 90'000 | 28'383 | 28'383 | 93'180 CHF | 93'602 CHF | 99.98% | 99.98% |
10.07.2024 | 0.69% | 3.29 CHF | 3.30 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 94'992 CHF | 95'415 CHF | 99.90% | 99.90% |
09.07.2024 | 0.69% | 3.48 CHF | 3.49 CHF | 86'000 | 86'000 | 27'923 | 27'923 | 95'901 CHF | 96'320 CHF | 99.98% | 99.98% |
08.07.2024 | 0.69% | 3.34 CHF | 3.35 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 95'312 CHF | 95'734 CHF | 99.98% | 99.98% |
05.07.2024 | 0.69% | 3.39 CHF | 3.40 CHF | 88'000 | 88'000 | 28'179 | 28'179 | 95'152 CHF | 95'574 CHF | 99.70% | 99.70% |
04.07.2024 | 0.75% | 3.35 CHF | 3.37 CHF | 18'000 | 18'000 | 13'210 | 13'210 | 44'577 CHF | 44'889 CHF | 94.01% | 94.01% |
03.07.2024 | 0.67% | 3.42 CHF | 3.43 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 96'671 CHF | 97'090 CHF | 99.52% | 99.52% |
02.07.2024 | 0.70% | 3.43 CHF | 3.44 CHF | 86'000 | 86'000 | 27'840 | 27'840 | 94'359 CHF | 94'774 CHF | 99.99% | 99.99% |