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% | 2.74 CHF | 2.75 CHF | 94'000 | 94'000 | 41'198 | 41'198 | 114'720 CHF | 115'339 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 2.88 CHF | 2.89 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 116'947 CHF | 117'551 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 2.79 CHF | 2.80 CHF | 92'000 | 92'000 | 41'763 | 41'763 | 114'430 CHF | 115'065 CHF | 99.97% | 99.97% |
10.07.2024 | 0.69% | 2.58 CHF | 2.59 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 111'151 CHF | 111'804 CHF | 99.89% | 99.89% |
09.07.2024 | 0.69% | 2.57 CHF | 2.58 CHF | 96'000 | 96'000 | 43'003 | 43'003 | 111'901 CHF | 112'553 CHF | 99.76% | 99.76% |
08.07.2024 | 0.67% | 2.60 CHF | 2.61 CHF | 96'000 | 96'000 | 42'554 | 42'554 | 113'637 CHF | 114'281 CHF | 99.28% | 99.28% |
05.07.2024 | 0.68% | 2.60 CHF | 2.61 CHF | 96'000 | 96'000 | 42'856 | 42'856 | 111'953 CHF | 112'602 CHF | 99.99% | 99.99% |
04.07.2024 | 0.77% | 2.60 CHF | 2.62 CHF | 39'000 | 39'000 | 31'056 | 31'056 | 80'802 CHF | 81'423 CHF | 99.61% | 99.61% |
03.07.2024 | 0.67% | 2.57 CHF | 2.58 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 113'090 CHF | 113'731 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 2.55 CHF | 2.56 CHF | 96'000 | 96'000 | 42'779 | 42'779 | 110'612 CHF | 111'261 CHF | 100.00% | 100.00% |