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 | 0.73% | 3.18 CHF | 3.19 CHF | 92'000 | 92'000 | 29'681 | 29'681 | 93'842 CHF | 94'282 CHF | 98.89% | 98.89% |
12.07.2024 | 0.74% | 3.16 CHF | 3.17 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 94'387 CHF | 94'838 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 3.29 CHF | 3.30 CHF | 90'000 | 90'000 | 28'377 | 28'377 | 94'672 CHF | 95'094 CHF | 99.97% | 99.97% |
10.07.2024 | 0.68% | 3.35 CHF | 3.36 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 96'505 CHF | 96'927 CHF | 99.90% | 99.90% |
09.07.2024 | 0.68% | 3.54 CHF | 3.55 CHF | 86'000 | 86'000 | 27'905 | 27'905 | 97'315 CHF | 97'733 CHF | 99.98% | 99.98% |
08.07.2024 | 0.68% | 3.40 CHF | 3.41 CHF | 88'000 | 88'000 | 28'329 | 28'329 | 96'832 CHF | 97'255 CHF | 99.98% | 99.98% |
05.07.2024 | 0.68% | 3.44 CHF | 3.45 CHF | 88'000 | 88'000 | 28'180 | 28'180 | 96'652 CHF | 97'074 CHF | 99.70% | 99.70% |
04.07.2024 | 0.73% | 3.40 CHF | 3.42 CHF | 18'000 | 18'000 | 13'216 | 13'216 | 45'289 CHF | 45'601 CHF | 94.01% | 94.01% |
03.07.2024 | 0.66% | 3.47 CHF | 3.48 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 98'160 CHF | 98'579 CHF | 99.52% | 99.52% |
02.07.2024 | 0.69% | 3.48 CHF | 3.49 CHF | 86'000 | 86'000 | 27'840 | 27'840 | 95'840 CHF | 96'256 CHF | 99.99% | 99.99% |