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 | 0.62% | 3.27 CHF | 3.29 CHF | 21'100 | 21'100 | 21'077 | 21'077 | 68'044 CHF | 68'465 CHF | 99.99% | 99.99% |
12.07.2024 | 0.62% | 3.39 CHF | 3.41 CHF | 22'900 | 22'900 | 23'029 | 23'029 | 74'394 CHF | 74'854 CHF | 100.00% | 100.00% |
11.07.2024 | 0.66% | 3.12 CHF | 3.14 CHF | 24'800 | 24'800 | 24'698 | 24'698 | 74'503 CHF | 74'997 CHF | 99.97% | 99.97% |
10.07.2024 | 0.73% | 2.94 CHF | 2.96 CHF | 24'200 | 24'200 | 24'379 | 24'379 | 66'456 CHF | 66'944 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 2.87 CHF | 2.89 CHF | 23'900 | 23'900 | 23'838 | 23'838 | 68'832 CHF | 69'309 CHF | 100.00% | 100.00% |
08.07.2024 | 0.67% | 2.99 CHF | 3.01 CHF | 23'700 | 23'700 | 23'602 | 23'602 | 70'648 CHF | 71'120 CHF | 99.99% | 99.99% |
05.07.2024 | 0.63% | 2.99 CHF | 3.01 CHF | 22'500 | 22'500 | 22'371 | 22'371 | 71'446 CHF | 71'894 CHF | 99.81% | 99.81% |
04.07.2024 | 0.63% | 3.18 CHF | 3.20 CHF | 24'100 | 24'100 | 23'984 | 23'984 | 75'402 CHF | 75'882 CHF | 99.49% | 99.49% |
03.07.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25'300 | 25'300 | 25'195 | 25'195 | 75'554 CHF | 75'806 CHF | 99.35% | 99.35% |
02.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 25'300 | 25'300 | 25'195 | 25'195 | 66'537 CHF | 66'788 CHF | 99.99% | 99.99% |