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 | 0.72% | 2.39 CHF | 2.40 CHF | 94'000 | 94'000 | 41'195 | 41'195 | 100'334 CHF | 100'953 CHF | 99.99% | 99.99% |
12.07.2024 | 0.72% | 2.53 CHF | 2.54 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 103'306 CHF | 103'910 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 2.44 CHF | 2.45 CHF | 92'000 | 92'000 | 41'761 | 41'761 | 99'804 CHF | 100'439 CHF | 99.97% | 99.97% |
10.07.2024 | 0.80% | 2.22 CHF | 2.23 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 95'860 CHF | 96'513 CHF | 99.90% | 99.90% |
09.07.2024 | 0.80% | 2.21 CHF | 2.22 CHF | 96'000 | 96'000 | 43'015 | 43'015 | 96'665 CHF | 97'317 CHF | 99.73% | 99.73% |
08.07.2024 | 0.77% | 2.24 CHF | 2.25 CHF | 96'000 | 96'000 | 42'554 | 42'554 | 98'681 CHF | 99'325 CHF | 99.29% | 99.29% |
05.07.2024 | 0.79% | 2.25 CHF | 2.26 CHF | 96'000 | 96'000 | 42'861 | 42'861 | 96'818 CHF | 97'467 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 2.24 CHF | 2.26 CHF | 39'000 | 39'000 | 31'054 | 31'054 | 69'790 CHF | 70'412 CHF | 99.63% | 99.63% |
03.07.2024 | 0.77% | 2.21 CHF | 2.22 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 98'144 CHF | 98'784 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 2.19 CHF | 2.20 CHF | 96'000 | 96'000 | 42'780 | 42'780 | 95'349 CHF | 95'998 CHF | 99.99% | 99.99% |