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% | 2.29 CHF | 2.30 CHF | 28'760 | 28'760 | 19'146 | 19'146 | 44'421 CHF | 44'760 CHF | 99.91% | 99.91% |
12.07.2024 | 0.90% | 2.19 CHF | 2.20 CHF | 29'080 | 29'080 | 19'560 | 19'560 | 41'824 CHF | 42'170 CHF | 99.99% | 99.99% |
11.07.2024 | 0.89% | 2.09 CHF | 2.10 CHF | 29'350 | 29'350 | 19'476 | 19'476 | 41'818 CHF | 42'162 CHF | 99.76% | 99.76% |
10.07.2024 | 0.90% | 2.16 CHF | 2.17 CHF | 29'020 | 29'020 | 19'463 | 19'463 | 41'538 CHF | 41'882 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 2.04 CHF | 2.05 CHF | 29'400 | 29'400 | 19'697 | 19'697 | 39'709 CHF | 40'059 CHF | 99.54% | 99.54% |
08.07.2024 | 0.98% | 1.98 CHF | 1.99 CHF | 29'690 | 29'690 | 19'893 | 19'893 | 39'014 CHF | 39'366 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 1.89 CHF | 1.90 CHF | 29'990 | 29'990 | 20'259 | 20'259 | 36'756 CHF | 37'115 CHF | 99.94% | 99.94% |
04.07.2024 | 1.68% | 1.81 CHF | 1.84 CHF | 6'050 | 6'050 | 6'004 | 6'004 | 10'734 CHF | 10'914 CHF | 99.13% | 99.13% |
03.07.2024 | 1.01% | 1.74 CHF | 1.75 CHF | 30'560 | 30'560 | 20'000 | 20'000 | 37'924 CHF | 38'277 CHF | 99.66% | 99.66% |
02.07.2024 | 1.02% | 1.83 CHF | 1.84 CHF | 30'060 | 30'060 | 19'946 | 19'946 | 36'964 CHF | 37'317 CHF | 98.41% | 98.41% |