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 | 0.77% | 2.21 CHF | 2.22 CHF | 94'000 | 94'000 | 41'199 | 41'199 | 92'986 CHF | 93'606 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 2.35 CHF | 2.36 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 96'290 CHF | 96'894 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 2.27 CHF | 2.28 CHF | 92'000 | 92'000 | 41'769 | 41'769 | 92'374 CHF | 93'010 CHF | 99.98% | 99.98% |
10.07.2024 | 0.87% | 2.04 CHF | 2.05 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 88'164 CHF | 88'817 CHF | 99.89% | 99.89% |
09.07.2024 | 0.87% | 2.03 CHF | 2.04 CHF | 96'000 | 96'000 | 43'015 | 43'015 | 88'994 CHF | 89'646 CHF | 99.73% | 99.73% |
08.07.2024 | 0.83% | 2.07 CHF | 2.08 CHF | 96'000 | 96'000 | 42'548 | 42'548 | 91'069 CHF | 91'713 CHF | 99.32% | 99.32% |
05.07.2024 | 0.86% | 2.07 CHF | 2.08 CHF | 96'000 | 96'000 | 42'861 | 42'861 | 89'160 CHF | 89'808 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 2.06 CHF | 2.08 CHF | 39'000 | 39'000 | 31'054 | 31'054 | 64'254 CHF | 64'875 CHF | 99.63% | 99.63% |
03.07.2024 | 0.83% | 2.03 CHF | 2.04 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 90'547 CHF | 91'188 CHF | 100.00% | 100.00% |
02.07.2024 | 0.87% | 2.01 CHF | 2.02 CHF | 96'000 | 96'000 | 42'779 | 42'779 | 87'671 CHF | 88'320 CHF | 100.00% | 100.00% |