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 | 0.71% | 3.28 CHF | 3.29 CHF | 92'000 | 92'000 | 29'679 | 29'679 | 96'779 CHF | 97'219 CHF | 98.90% | 98.90% |
12.07.2024 | 0.72% | 3.26 CHF | 3.27 CHF | 92'000 | 92'000 | 29'876 | 29'876 | 97'337 CHF | 97'788 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 3.39 CHF | 3.40 CHF | 90'000 | 90'000 | 28'377 | 28'377 | 97'494 CHF | 97'916 CHF | 99.97% | 99.97% |
10.07.2024 | 0.66% | 3.45 CHF | 3.46 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 99'327 CHF | 99'749 CHF | 99.90% | 99.90% |
09.07.2024 | 0.66% | 3.64 CHF | 3.65 CHF | 86'000 | 86'000 | 27'923 | 27'923 | 100'161 CHF | 100'580 CHF | 99.98% | 99.98% |
08.07.2024 | 0.66% | 3.50 CHF | 3.51 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 99'647 CHF | 100'070 CHF | 99.98% | 99.98% |
05.07.2024 | 0.66% | 3.54 CHF | 3.55 CHF | 88'000 | 88'000 | 28'185 | 28'185 | 99'464 CHF | 99'886 CHF | 99.71% | 99.71% |
04.07.2024 | 0.71% | 3.50 CHF | 3.52 CHF | 18'000 | 18'000 | 13'216 | 13'216 | 46'604 CHF | 46'916 CHF | 94.01% | 94.01% |
03.07.2024 | 0.64% | 3.57 CHF | 3.58 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 100'958 CHF | 101'376 CHF | 99.52% | 99.52% |
02.07.2024 | 0.67% | 3.58 CHF | 3.59 CHF | 86'000 | 86'000 | 27'840 | 27'840 | 98'625 CHF | 99'041 CHF | 99.99% | 99.99% |