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 | 0.35% | 2.93 CHF | 2.94 CHF | 29'600 | 29'600 | 29'466 | 29'466 | 83'646 CHF | 83'940 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.45 CHF | 2.46 CHF | 25'800 | 25'800 | 25'691 | 25'691 | 66'797 CHF | 67'054 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 2.65 CHF | 2.67 CHF | 22'000 | 22'000 | 22'279 | 22'279 | 64'327 CHF | 64'772 CHF | 99.99% | 99.99% |
10.07.2024 | 0.57% | 3.03 CHF | 3.05 CHF | 18'400 | 18'400 | 18'680 | 18'680 | 65'574 CHF | 65'948 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 3.80 CHF | 3.82 CHF | 17'900 | 17'900 | 17'731 | 17'731 | 65'976 CHF | 66'331 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 3.91 CHF | 3.93 CHF | 19'000 | 19'000 | 18'914 | 18'914 | 70'975 CHF | 71'353 CHF | 99.98% | 99.98% |
05.07.2024 | 0.57% | 3.77 CHF | 3.79 CHF | 19'900 | 19'900 | 19'571 | 19'571 | 68'421 CHF | 68'812 CHF | 99.79% | 99.79% |
04.07.2024 | 0.56% | 3.54 CHF | 3.56 CHF | 20'100 | 20'100 | 20'090 | 20'090 | 72'009 CHF | 72'411 CHF | 99.49% | 99.49% |
03.07.2024 | 0.59% | 3.41 CHF | 3.43 CHF | 19'300 | 19'300 | 19'220 | 19'220 | 64'647 CHF | 65'031 CHF | 99.35% | 99.35% |
02.07.2024 | 0.53% | 3.68 CHF | 3.70 CHF | 21'900 | 21'900 | 21'801 | 21'801 | 81'884 CHF | 82'320 CHF | 99.98% | 99.98% |