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 | 0.77% | 2.47 CHF | 2.48 CHF | 28'760 | 28'760 | 19'126 | 19'126 | 47'800 CHF | 48'139 CHF | 99.70% | 99.70% |
12.07.2024 | 0.83% | 2.37 CHF | 2.38 CHF | 29'080 | 29'080 | 19'560 | 19'560 | 45'330 CHF | 45'676 CHF | 99.99% | 99.99% |
11.07.2024 | 0.82% | 2.27 CHF | 2.28 CHF | 29'350 | 29'350 | 19'449 | 19'449 | 45'253 CHF | 45'598 CHF | 99.49% | 99.49% |
10.07.2024 | 0.83% | 2.34 CHF | 2.35 CHF | 29'020 | 29'020 | 19'463 | 19'463 | 45'038 CHF | 45'383 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 2.22 CHF | 2.23 CHF | 29'400 | 29'400 | 19'697 | 19'697 | 43'250 CHF | 43'599 CHF | 99.53% | 99.53% |
08.07.2024 | 0.90% | 2.15 CHF | 2.16 CHF | 29'690 | 29'690 | 19'892 | 19'892 | 42'577 CHF | 42'929 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 2.07 CHF | 2.08 CHF | 29'990 | 29'990 | 20'259 | 20'259 | 40'395 CHF | 40'754 CHF | 99.94% | 99.94% |
04.07.2024 | 1.53% | 1.99 CHF | 2.02 CHF | 6'050 | 6'050 | 6'004 | 6'004 | 11'815 CHF | 11'995 CHF | 99.13% | 99.13% |
03.07.2024 | 0.92% | 1.92 CHF | 1.93 CHF | 30'560 | 30'560 | 20'001 | 20'001 | 41'533 CHF | 41'886 CHF | 99.66% | 99.66% |
02.07.2024 | 0.93% | 2.01 CHF | 2.02 CHF | 30'070 | 30'070 | 19'931 | 19'931 | 40'548 CHF | 40'902 CHF | 98.17% | 98.17% |