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 | 0.83% | 2.05 CHF | 2.06 CHF | 94'000 | 94'000 | 41'198 | 41'198 | 86'175 CHF | 86'795 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 2.19 CHF | 2.20 CHF | 90'000 | 90'000 | 39'489 | 39'489 | 89'768 CHF | 90'373 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 2.10 CHF | 2.11 CHF | 92'000 | 92'000 | 41'763 | 41'763 | 85'503 CHF | 86'139 CHF | 99.97% | 99.97% |
10.07.2024 | 0.95% | 1.88 CHF | 1.89 CHF | 96'000 | 96'000 | 43'062 | 43'062 | 81'003 CHF | 81'656 CHF | 99.89% | 99.89% |
09.07.2024 | 0.94% | 1.87 CHF | 1.88 CHF | 96'000 | 96'000 | 43'013 | 43'013 | 81'882 CHF | 82'535 CHF | 99.73% | 99.73% |
08.07.2024 | 0.90% | 1.90 CHF | 1.91 CHF | 96'000 | 96'000 | 42'549 | 42'549 | 84'033 CHF | 84'677 CHF | 99.32% | 99.32% |
05.07.2024 | 0.93% | 1.90 CHF | 1.91 CHF | 96'000 | 96'000 | 42'860 | 42'860 | 82'059 CHF | 82'708 CHF | 100.00% | 100.00% |
04.07.2024 | 1.05% | 1.90 CHF | 1.92 CHF | 39'000 | 39'000 | 31'057 | 31'057 | 59'079 CHF | 59'700 CHF | 99.59% | 99.59% |
03.07.2024 | 0.90% | 1.87 CHF | 1.88 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 83'570 CHF | 84'211 CHF | 100.00% | 100.00% |
02.07.2024 | 0.95% | 1.84 CHF | 1.85 CHF | 96'000 | 96'000 | 42'779 | 42'779 | 80'566 CHF | 81'215 CHF | 100.00% | 100.00% |