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 | 3.01% | 0.65 CHF | 0.66 CHF | 66'940 | 66'940 | 45'160 | 45'160 | 28'617 CHF | 29'417 CHF | 100.00% | 100.00% |
12.07.2024 | 3.00% | 0.64 CHF | 0.65 CHF | 67'470 | 67'470 | 45'128 | 45'128 | 28'581 CHF | 29'379 CHF | 100.00% | 100.00% |
11.07.2024 | 2.80% | 0.65 CHF | 0.66 CHF | 66'930 | 66'930 | 44'023 | 44'023 | 29'620 CHF | 30'397 CHF | 99.99% | 99.99% |
10.07.2024 | 2.83% | 0.68 CHF | 0.69 CHF | 65'590 | 65'590 | 43'901 | 43'901 | 29'504 CHF | 30'281 CHF | 100.00% | 100.00% |
09.07.2024 | 2.84% | 0.68 CHF | 0.69 CHF | 65'470 | 65'470 | 43'847 | 43'847 | 29'482 CHF | 30'260 CHF | 99.66% | 99.66% |
08.07.2024 | 2.84% | 0.67 CHF | 0.68 CHF | 65'840 | 65'840 | 43'994 | 43'994 | 29'381 CHF | 30'158 CHF | 100.00% | 100.00% |
05.07.2024 | 2.95% | 0.68 CHF | 0.69 CHF | 65'590 | 65'590 | 44'534 | 44'534 | 28'950 CHF | 29'740 CHF | 100.00% | 100.00% |
04.07.2024 | 4.68% | 0.64 CHF | 0.67 CHF | 13'372 | 13'372 | 13'245 | 13'245 | 8'373 CHF | 8'770 CHF | 99.07% | 99.07% |
03.07.2024 | 2.98% | 0.64 CHF | 0.65 CHF | 67'060 | 67'060 | 44'853 | 44'853 | 28'488 CHF | 29'281 CHF | 99.65% | 99.65% |
02.07.2024 | 3.11% | 0.62 CHF | 0.63 CHF | 67'320 | 67'320 | 45'249 | 45'249 | 27'670 CHF | 28'470 CHF | 100.00% | 100.00% |