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 | 1.37% | 2.95 CHF | 2.97 CHF | 32'460 | 32'460 | 22'162 | 22'162 | 62'363 CHF | 63'150 CHF | 99.94% | 99.94% |
12.07.2024 | 1.35% | 2.84 CHF | 2.86 CHF | 33'020 | 33'020 | 22'079 | 22'079 | 62'606 CHF | 63'386 CHF | 100.00% | 100.00% |
11.07.2024 | 1.26% | 2.89 CHF | 2.91 CHF | 32'690 | 32'690 | 21'402 | 21'402 | 64'349 CHF | 65'103 CHF | 99.94% | 99.94% |
10.07.2024 | 1.22% | 3.05 CHF | 3.07 CHF | 31'730 | 31'730 | 20'871 | 20'871 | 65'265 CHF | 66'005 CHF | 99.38% | 99.38% |
09.07.2024 | 1.22% | 3.21 CHF | 3.23 CHF | 30'850 | 30'850 | 20'774 | 20'774 | 65'694 CHF | 66'431 CHF | 99.68% | 99.68% |
08.07.2024 | 1.21% | 3.15 CHF | 3.17 CHF | 31'210 | 31'210 | 20'855 | 20'855 | 65'689 CHF | 66'426 CHF | 100.00% | 100.00% |
05.07.2024 | 1.23% | 3.22 CHF | 3.24 CHF | 30'890 | 30'890 | 20'934 | 20'934 | 65'390 CHF | 66'133 CHF | 99.65% | 99.65% |
04.07.2024 | 1.94% | 3.09 CHF | 3.15 CHF | 6'282 | 6'282 | 6'224 | 6'224 | 19'221 CHF | 19'595 CHF | 99.38% | 99.38% |
03.07.2024 | 1.24% | 3.11 CHF | 3.13 CHF | 31'460 | 31'460 | 21'015 | 21'015 | 65'091 CHF | 65'834 CHF | 99.61% | 99.61% |
02.07.2024 | 1.27% | 3.11 CHF | 3.13 CHF | 31'290 | 31'290 | 21'126 | 21'126 | 64'110 CHF | 64'859 CHF | 99.76% | 99.76% |