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 | 3.21% | 1.05 CHF | 1.06 CHF | 70'600 | 70'600 | 27'950 | 27'950 | 29'895 CHF | 30'523 CHF | 99.97% | 99.97% |
12.07.2024 | 2.85% | 0.99 CHF | 1.00 CHF | 62'500 | 62'500 | 25'423 | 25'423 | 28'030 CHF | 28'608 CHF | 100.00% | 100.00% |
11.07.2024 | 3.15% | 1.08 CHF | 1.09 CHF | 75'500 | 75'500 | 29'546 | 29'546 | 31'412 CHF | 32'076 CHF | 100.00% | 100.00% |
10.07.2024 | 2.92% | 1.13 CHF | 1.14 CHF | 64'000 | 64'000 | 25'257 | 25'257 | 28'729 CHF | 29'301 CHF | 99.90% | 99.90% |
09.07.2024 | 3.03% | 1.22 CHF | 1.23 CHF | 67'900 | 67'900 | 26'872 | 26'872 | 30'818 CHF | 31'418 CHF | 99.41% | 99.41% |
08.07.2024 | 3.00% | 1.22 CHF | 1.23 CHF | 60'000 | 60'000 | 23'811 | 23'811 | 28'784 CHF | 29'362 CHF | 100.00% | 100.00% |
05.07.2024 | 2.68% | 1.33 CHF | 1.34 CHF | 60'500 | 60'500 | 23'933 | 23'933 | 30'797 CHF | 31'339 CHF | 99.70% | 99.70% |
04.07.2024 | 2.78% | 1.31 CHF | 1.33 CHF | 18'200 | 18'200 | 14'940 | 14'940 | 19'237 CHF | 19'730 CHF | 99.49% | 99.49% |
03.07.2024 | 3.03% | 1.32 CHF | 1.33 CHF | 59'200 | 59'200 | 23'585 | 23'585 | 31'004 CHF | 31'598 CHF | 99.53% | 99.53% |
02.07.2024 | 2.90% | 1.42 CHF | 1.43 CHF | 49'000 | 49'000 | 19'797 | 19'797 | 29'819 CHF | 30'409 CHF | 100.00% | 100.00% |