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 | 1.14% | 1.77 CHF | 1.79 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 8'727 CHF | 8'826 CHF | 99.39% | 99.39% |
12.07.2024 | 1.05% | 1.85 CHF | 1.87 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 9'438 CHF | 9'537 CHF | 99.97% | 99.97% |
11.07.2024 | 1.09% | 1.88 CHF | 1.90 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 9'199 CHF | 9'298 CHF | 99.35% | 99.35% |
10.07.2024 | 0.72% | 2.83 CHF | 2.85 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 13'889 CHF | 13'988 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 2.92 CHF | 2.94 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 14'793 CHF | 14'893 CHF | 99.53% | 99.53% |
08.07.2024 | 0.64% | 3.07 CHF | 3.09 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 15'604 CHF | 15'703 CHF | 100.00% | 100.00% |
05.07.2024 | 0.65% | 3.08 CHF | 3.10 CHF | 5'000 | 5'000 | 4'951 | 4'951 | 15'390 CHF | 15'489 CHF | 96.13% | 96.13% |
04.07.2024 | 0.65% | 3.05 CHF | 3.07 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 15'444 CHF | 15'543 CHF | 99.42% | 99.42% |
03.07.2024 | 0.78% | 2.69 CHF | 2.71 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 12'805 CHF | 12'904 CHF | 100.00% | 100.00% |
02.07.2024 | 0.90% | 2.26 CHF | 2.28 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 11'103 CHF | 11'202 CHF | 100.00% | 100.00% |