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 | 3.68% | 0.75 CHF | 0.76 CHF | 66'940 | 66'940 | 45'175 | 45'175 | 32'915 CHF | 34'027 CHF | 99.97% | 99.97% |
12.07.2024 | 3.66% | 0.73 CHF | 0.74 CHF | 67'470 | 67'470 | 45'124 | 45'124 | 32'938 CHF | 34'047 CHF | 100.00% | 100.00% |
11.07.2024 | 3.46% | 0.74 CHF | 0.75 CHF | 66'930 | 66'930 | 43'985 | 43'985 | 33'779 CHF | 34'858 CHF | 99.88% | 99.88% |
10.07.2024 | 3.48% | 0.77 CHF | 0.78 CHF | 65'570 | 65'570 | 43'913 | 43'913 | 33'781 CHF | 34'861 CHF | 100.00% | 100.00% |
09.07.2024 | 3.50% | 0.77 CHF | 0.78 CHF | 65'470 | 65'470 | 43'847 | 43'847 | 33'620 CHF | 34'702 CHF | 99.66% | 99.66% |
08.07.2024 | 3.48% | 0.77 CHF | 0.78 CHF | 65'840 | 65'840 | 44'007 | 44'007 | 33'674 CHF | 34'754 CHF | 100.00% | 100.00% |
05.07.2024 | 3.60% | 0.77 CHF | 0.78 CHF | 65'590 | 65'590 | 44'545 | 44'545 | 33'305 CHF | 34'402 CHF | 100.00% | 100.00% |
04.07.2024 | 5.37% | 0.73 CHF | 0.77 CHF | 13'378 | 13'378 | 13'248 | 13'248 | 9'668 CHF | 10'199 CHF | 99.07% | 99.07% |
03.07.2024 | 3.65% | 0.74 CHF | 0.75 CHF | 67'060 | 67'060 | 44'851 | 44'851 | 32'754 CHF | 33'854 CHF | 99.65% | 99.65% |
02.07.2024 | 3.76% | 0.72 CHF | 0.73 CHF | 67'320 | 67'320 | 45'272 | 45'272 | 32'165 CHF | 33'278 CHF | 100.00% | 100.00% |