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 | 0.63% | 3.01 CHF | 3.02 CHF | 28'760 | 28'760 | 19'155 | 19'155 | 58'178 CHF | 58'517 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 2.90 CHF | 2.91 CHF | 29'110 | 29'110 | 19'559 | 19'559 | 55'836 CHF | 56'182 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 2.81 CHF | 2.82 CHF | 29'340 | 29'340 | 19'497 | 19'497 | 55'843 CHF | 56'187 CHF | 99.99% | 99.99% |
10.07.2024 | 0.67% | 2.88 CHF | 2.89 CHF | 29'020 | 29'020 | 19'463 | 19'463 | 55'530 CHF | 55'874 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 2.76 CHF | 2.77 CHF | 29'400 | 29'400 | 19'698 | 19'698 | 53'857 CHF | 54'206 CHF | 99.54% | 99.54% |
08.07.2024 | 0.72% | 2.69 CHF | 2.70 CHF | 29'680 | 29'680 | 19'893 | 19'893 | 53'261 CHF | 53'614 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 2.61 CHF | 2.62 CHF | 29'990 | 29'990 | 20'246 | 20'246 | 51'227 CHF | 51'586 CHF | 99.80% | 99.80% |
04.07.2024 | 1.20% | 2.53 CHF | 2.56 CHF | 6'050 | 6'050 | 6'004 | 6'004 | 15'053 CHF | 15'233 CHF | 99.13% | 99.13% |
03.07.2024 | 0.73% | 2.46 CHF | 2.47 CHF | 30'560 | 30'560 | 20'001 | 20'001 | 52'343 CHF | 52'697 CHF | 99.66% | 99.66% |
02.07.2024 | 0.74% | 2.55 CHF | 2.56 CHF | 30'070 | 30'070 | 19'911 | 19'911 | 51'280 CHF | 51'633 CHF | 98.89% | 98.89% |