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 | 0.92% | 3.33 CHF | 3.34 CHF | 88'000 | 88'000 | 36'333 | 36'333 | 122'102 CHF | 122'900 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 3.23 CHF | 3.24 CHF | 89'000 | 89'000 | 40'272 | 40'272 | 128'387 CHF | 129'331 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 3.13 CHF | 3.14 CHF | 90'000 | 90'000 | 40'258 | 40'258 | 127'989 CHF | 128'926 CHF | 99.99% | 99.99% |
10.07.2024 | 0.98% | 3.21 CHF | 3.22 CHF | 89'000 | 89'000 | 40'306 | 40'306 | 128'046 CHF | 128'990 CHF | 100.00% | 100.00% |
09.07.2024 | 1.05% | 3.08 CHF | 3.09 CHF | 90'000 | 90'000 | 38'731 | 38'731 | 118'535 CHF | 119'447 CHF | 99.76% | 99.76% |
08.07.2024 | 1.04% | 3.02 CHF | 3.03 CHF | 91'000 | 91'000 | 41'076 | 41'076 | 123'464 CHF | 124'420 CHF | 99.16% | 99.16% |
05.07.2024 | 1.09% | 2.94 CHF | 2.95 CHF | 92'000 | 92'000 | 41'925 | 41'925 | 120'167 CHF | 121'152 CHF | 99.89% | 99.89% |
04.07.2024 | 1.24% | 2.86 CHF | 2.89 CHF | 37'000 | 37'000 | 30'545 | 30'545 | 86'614 CHF | 87'657 CHF | 99.60% | 99.60% |
03.07.2024 | 1.05% | 2.78 CHF | 2.79 CHF | 94'000 | 94'000 | 41'188 | 41'188 | 120'771 CHF | 121'729 CHF | 100.00% | 100.00% |
02.07.2024 | 1.06% | 2.87 CHF | 2.88 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 117'672 CHF | 118'625 CHF | 99.97% | 99.97% |