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 | 2.28% | 1.54 CHF | 1.55 CHF | 98'500 | 98'500 | 38'363 | 38'363 | 61'908 CHF | 62'884 CHF | 99.99% | 99.99% |
12.07.2024 | 2.33% | 1.69 CHF | 1.70 CHF | 86'800 | 86'800 | 38'182 | 38'182 | 69'019 CHF | 70'202 CHF | 100.00% | 100.00% |
11.07.2024 | 2.22% | 1.86 CHF | 1.87 CHF | 88'100 | 88'100 | 39'914 | 39'914 | 71'524 CHF | 72'662 CHF | 99.99% | 99.99% |
10.07.2024 | 2.35% | 1.68 CHF | 1.69 CHF | 95'500 | 95'500 | 42'720 | 42'720 | 70'572 CHF | 71'784 CHF | 99.90% | 99.90% |
09.07.2024 | 2.37% | 1.59 CHF | 1.60 CHF | 96'700 | 96'700 | 43'649 | 43'649 | 70'165 CHF | 71'396 CHF | 99.73% | 99.73% |
08.07.2024 | 2.30% | 1.59 CHF | 1.60 CHF | 103'100 | 103'100 | 45'627 | 45'627 | 72'291 CHF | 73'494 CHF | 99.32% | 99.32% |
05.07.2024 | 2.38% | 1.55 CHF | 1.56 CHF | 104'400 | 104'400 | 46'698 | 46'698 | 70'719 CHF | 71'943 CHF | 99.89% | 99.89% |
04.07.2024 | 2.61% | 1.53 CHF | 1.56 CHF | 41'800 | 41'800 | 33'480 | 33'480 | 51'481 CHF | 52'762 CHF | 99.65% | 99.65% |
03.07.2024 | 2.40% | 1.50 CHF | 1.51 CHF | 98'500 | 98'500 | 41'151 | 41'151 | 66'176 CHF | 67'377 CHF | 100.00% | 100.00% |
02.07.2024 | 2.25% | 1.70 CHF | 1.71 CHF | 91'500 | 91'500 | 40'755 | 40'755 | 70'341 CHF | 71'507 CHF | 99.98% | 99.98% |