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 | 0.60% | 2.87 CHF | 2.88 CHF | 94'000 | 94'000 | 41'199 | 41'199 | 119'861 CHF | 120'481 CHF | 100.00% | 100.00% |
12.07.2024 | 0.61% | 3.00 CHF | 3.01 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 122'086 CHF | 122'691 CHF | 100.00% | 100.00% |
11.07.2024 | 0.64% | 2.92 CHF | 2.93 CHF | 92'000 | 92'000 | 41'771 | 41'771 | 119'696 CHF | 120'332 CHF | 99.99% | 99.99% |
10.07.2024 | 0.66% | 2.70 CHF | 2.71 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 116'375 CHF | 117'028 CHF | 99.89% | 99.89% |
09.07.2024 | 0.66% | 2.69 CHF | 2.70 CHF | 96'000 | 96'000 | 43'011 | 43'011 | 117'168 CHF | 117'820 CHF | 99.72% | 99.72% |
08.07.2024 | 0.64% | 2.72 CHF | 2.73 CHF | 96'000 | 96'000 | 42'555 | 42'555 | 118'867 CHF | 119'511 CHF | 99.29% | 99.29% |
05.07.2024 | 0.65% | 2.72 CHF | 2.73 CHF | 96'000 | 96'000 | 42'859 | 42'859 | 117'213 CHF | 117'862 CHF | 100.00% | 100.00% |
04.07.2024 | 0.73% | 2.72 CHF | 2.74 CHF | 39'000 | 39'000 | 31'055 | 31'055 | 84'574 CHF | 85'195 CHF | 99.61% | 99.61% |
03.07.2024 | 0.64% | 2.69 CHF | 2.70 CHF | 96'000 | 96'000 | 42'285 | 42'285 | 118'360 CHF | 119'001 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 2.67 CHF | 2.68 CHF | 96'000 | 96'000 | 42'775 | 42'775 | 115'813 CHF | 116'462 CHF | 99.99% | 99.99% |