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 | 0.67% | 2.83 CHF | 2.84 CHF | 28'760 | 28'760 | 19'150 | 19'150 | 54'734 CHF | 55'073 CHF | 99.95% | 99.95% |
12.07.2024 | 0.72% | 2.73 CHF | 2.74 CHF | 29'100 | 29'100 | 19'560 | 19'560 | 52'340 CHF | 52'686 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 2.63 CHF | 2.64 CHF | 29'350 | 29'350 | 19'498 | 19'498 | 52'358 CHF | 52'702 CHF | 99.99% | 99.99% |
10.07.2024 | 0.72% | 2.70 CHF | 2.71 CHF | 29'020 | 29'020 | 19'463 | 19'463 | 52'042 CHF | 52'386 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 2.58 CHF | 2.59 CHF | 29'400 | 29'400 | 19'697 | 19'697 | 50'327 CHF | 50'677 CHF | 99.54% | 99.54% |
08.07.2024 | 0.77% | 2.51 CHF | 2.52 CHF | 29'690 | 29'690 | 19'894 | 19'894 | 49'718 CHF | 50'070 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 2.43 CHF | 2.44 CHF | 29'990 | 29'990 | 20'259 | 20'259 | 47'664 CHF | 48'023 CHF | 99.94% | 99.94% |
04.07.2024 | 1.29% | 2.35 CHF | 2.38 CHF | 6'050 | 6'050 | 6'004 | 6'004 | 13'976 CHF | 14'156 CHF | 99.13% | 99.13% |
03.07.2024 | 0.78% | 2.28 CHF | 2.29 CHF | 30'560 | 30'560 | 20'000 | 20'000 | 48'748 CHF | 49'101 CHF | 99.65% | 99.65% |
02.07.2024 | 0.79% | 2.37 CHF | 2.38 CHF | 30'070 | 30'070 | 19'928 | 19'928 | 47'728 CHF | 48'081 CHF | 99.06% | 99.06% |