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 | 1.83% | 3.21 CHF | 3.27 CHF | 20'500 | 20'500 | 19'954 | 19'954 | 64'880 CHF | 66'077 CHF | 100.00% | 100.00% |
12.07.2024 | 1.98% | 3.42 CHF | 3.48 CHF | 19'800 | 19'800 | 18'269 | 18'269 | 61'911 CHF | 63'143 CHF | 100.00% | 100.00% |
11.07.2024 | 1.71% | 3.85 CHF | 3.92 CHF | 17'800 | 17'800 | 17'932 | 17'932 | 66'941 CHF | 68'098 CHF | 71.55% | 71.55% |
10.07.2024 | 1.89% | 3.63 CHF | 3.70 CHF | 18'000 | 18'000 | 17'692 | 17'692 | 65'014 CHF | 66'252 CHF | 99.38% | 99.38% |
09.07.2024 | 1.74% | 3.48 CHF | 3.55 CHF | 17'600 | 17'600 | 17'123 | 17'123 | 68'600 CHF | 69'800 CHF | 100.00% | 100.00% |
08.07.2024 | 1.74% | 4.15 CHF | 4.22 CHF | 17'000 | 17'000 | 16'545 | 16'545 | 66'017 CHF | 67'175 CHF | 99.99% | 99.99% |
05.07.2024 | 1.60% | 4.33 CHF | 4.40 CHF | 16'400 | 16'400 | 16'400 | 16'400 | 71'093 CHF | 72'241 CHF | 99.99% | 99.99% |
04.07.2024 | 1.64% | 4.20 CHF | 4.27 CHF | 16'400 | 16'400 | 15'715 | 15'715 | 66'424 CHF | 67'524 CHF | 100.00% | 100.00% |
03.07.2024 | 1.55% | 4.66 CHF | 4.73 CHF | 15'500 | 15'500 | 16'846 | 16'846 | 75'685 CHF | 76'864 CHF | 100.00% | 100.00% |
02.07.2024 | 1.82% | 4.16 CHF | 4.23 CHF | 17'200 | 17'200 | 17'882 | 17'882 | 68'289 CHF | 69'541 CHF | 99.95% | 99.95% |