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 | 0.72% | 3.23 CHF | 3.24 CHF | 92'000 | 92'000 | 29'697 | 29'697 | 95'445 CHF | 95'885 CHF | 98.82% | 98.82% |
12.07.2024 | 0.73% | 3.22 CHF | 3.23 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 95'963 CHF | 96'414 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 3.35 CHF | 3.36 CHF | 90'000 | 90'000 | 28'388 | 28'388 | 96'246 CHF | 96'668 CHF | 99.99% | 99.99% |
10.07.2024 | 0.67% | 3.40 CHF | 3.41 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 98'036 CHF | 98'459 CHF | 99.90% | 99.90% |
09.07.2024 | 0.67% | 3.59 CHF | 3.60 CHF | 86'000 | 86'000 | 27'904 | 27'904 | 98'820 CHF | 99'239 CHF | 99.98% | 99.98% |
08.07.2024 | 0.67% | 3.45 CHF | 3.46 CHF | 88'000 | 88'000 | 28'335 | 28'335 | 98'370 CHF | 98'793 CHF | 99.98% | 99.98% |
05.07.2024 | 0.67% | 3.50 CHF | 3.51 CHF | 88'000 | 88'000 | 28'181 | 28'181 | 98'197 CHF | 98'619 CHF | 99.70% | 99.70% |
04.07.2024 | 0.72% | 3.45 CHF | 3.47 CHF | 18'000 | 18'000 | 13'210 | 13'210 | 46'005 CHF | 46'317 CHF | 94.02% | 94.02% |
03.07.2024 | 0.65% | 3.53 CHF | 3.54 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 99'708 CHF | 100'127 CHF | 99.52% | 99.52% |
02.07.2024 | 0.68% | 3.54 CHF | 3.55 CHF | 86'000 | 86'000 | 27'845 | 27'845 | 97'401 CHF | 97'817 CHF | 100.00% | 100.00% |