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 | 0.63% | 2.77 CHF | 2.78 CHF | 94'000 | 94'000 | 41'198 | 41'198 | 115'754 CHF | 116'373 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 2.90 CHF | 2.91 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 118'145 CHF | 118'750 CHF | 100.00% | 100.00% |
11.07.2024 | 0.66% | 2.82 CHF | 2.83 CHF | 92'000 | 92'000 | 41'770 | 41'770 | 115'523 CHF | 116'159 CHF | 99.98% | 99.98% |
10.07.2024 | 0.69% | 2.60 CHF | 2.61 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 112'077 CHF | 112'730 CHF | 99.89% | 99.89% |
09.07.2024 | 0.68% | 2.59 CHF | 2.60 CHF | 96'000 | 96'000 | 43'011 | 43'011 | 112'862 CHF | 113'514 CHF | 99.72% | 99.72% |
08.07.2024 | 0.66% | 2.62 CHF | 2.63 CHF | 96'000 | 96'000 | 42'548 | 42'548 | 114'617 CHF | 115'260 CHF | 99.32% | 99.32% |
05.07.2024 | 0.68% | 2.62 CHF | 2.63 CHF | 96'000 | 96'000 | 42'861 | 42'861 | 112'921 CHF | 113'570 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 2.62 CHF | 2.64 CHF | 39'000 | 39'000 | 31'052 | 31'052 | 81'461 CHF | 82'082 CHF | 99.66% | 99.66% |
03.07.2024 | 0.66% | 2.59 CHF | 2.60 CHF | 96'000 | 96'000 | 42'285 | 42'285 | 114'110 CHF | 114'751 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 2.57 CHF | 2.58 CHF | 96'000 | 96'000 | 42'775 | 42'775 | 111'521 CHF | 112'170 CHF | 99.99% | 99.99% |