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 | 1.39% | 2.40 CHF | 2.42 CHF | 53'800 | 53'800 | 23'464 | 23'464 | 58'074 CHF | 58'778 CHF | 99.99% | 99.99% |
12.07.2024 | 1.53% | 2.66 CHF | 2.68 CHF | 49'800 | 49'800 | 21'730 | 21'730 | 61'122 CHF | 61'847 CHF | 100.00% | 100.00% |
11.07.2024 | 1.42% | 2.51 CHF | 2.53 CHF | 57'600 | 57'600 | 25'954 | 25'954 | 62'808 CHF | 63'540 CHF | 99.96% | 99.96% |
10.07.2024 | 1.43% | 2.15 CHF | 2.16 CHF | 62'100 | 62'100 | 27'819 | 27'819 | 59'889 CHF | 60'536 CHF | 99.89% | 99.89% |
09.07.2024 | 1.41% | 2.13 CHF | 2.14 CHF | 61'500 | 61'500 | 27'483 | 27'483 | 60'155 CHF | 60'794 CHF | 99.72% | 99.72% |
08.07.2024 | 1.42% | 2.18 CHF | 2.20 CHF | 58'400 | 58'400 | 25'676 | 25'676 | 59'199 CHF | 59'918 CHF | 99.30% | 99.30% |
05.07.2024 | 1.38% | 2.20 CHF | 2.21 CHF | 61'900 | 61'900 | 27'469 | 27'469 | 60'823 CHF | 61'458 CHF | 100.00% | 100.00% |
04.07.2024 | 1.60% | 2.18 CHF | 2.21 CHF | 24'800 | 24'800 | 19'871 | 19'871 | 43'477 CHF | 44'155 CHF | 99.63% | 99.63% |
03.07.2024 | 1.42% | 2.13 CHF | 2.15 CHF | 60'100 | 60'100 | 26'311 | 26'311 | 60'646 CHF | 61'385 CHF | 100.00% | 100.00% |
02.07.2024 | 1.43% | 2.10 CHF | 2.11 CHF | 61'700 | 61'700 | 27'467 | 27'467 | 59'305 CHF | 59'949 CHF | 99.99% | 99.99% |