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 | 1.72% | 2.59 CHF | 2.63 CHF | 25'800 | 25'800 | 25'722 | 25'722 | 59'369 CHF | 60'397 CHF | 99.98% | 99.98% |
12.07.2024 | 1.75% | 2.34 CHF | 2.38 CHF | 25'700 | 25'700 | 23'630 | 23'630 | 53'741 CHF | 54'686 CHF | 100.00% | 100.00% |
11.07.2024 | 1.70% | 2.53 CHF | 2.57 CHF | 23'000 | 23'000 | 23'994 | 23'994 | 56'190 CHF | 57'149 CHF | 71.53% | 71.53% |
10.07.2024 | 1.75% | 2.26 CHF | 2.30 CHF | 24'500 | 24'500 | 24'654 | 24'654 | 55'924 CHF | 56'910 CHF | 99.38% | 99.38% |
09.07.2024 | 1.68% | 2.06 CHF | 2.10 CHF | 24'700 | 24'700 | 23'099 | 23'099 | 54'663 CHF | 55'587 CHF | 99.99% | 99.99% |
08.07.2024 | 1.78% | 2.50 CHF | 2.54 CHF | 22'600 | 22'600 | 20'706 | 20'706 | 54'614 CHF | 55'595 CHF | 100.00% | 100.00% |
05.07.2024 | 1.81% | 3.11 CHF | 3.16 CHF | 20'100 | 20'100 | 21'248 | 21'248 | 58'293 CHF | 59'355 CHF | 99.99% | 99.99% |
04.07.2024 | 1.57% | 2.58 CHF | 2.63 CHF | 21'600 | 21'600 | 22'819 | 22'819 | 61'255 CHF | 62'220 CHF | 100.00% | 100.00% |
03.07.2024 | 1.60% | 2.50 CHF | 2.54 CHF | 23'200 | 23'200 | 24'074 | 24'074 | 59'713 CHF | 60'675 CHF | 99.99% | 99.99% |
02.07.2024 | 1.74% | 2.54 CHF | 2.58 CHF | 24'300 | 24'300 | 25'514 | 25'514 | 58'180 CHF | 59'200 CHF | 99.95% | 99.95% |