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% | 2.45 CHF | 2.46 CHF | 64'900 | 64'900 | 27'593 | 27'593 | 67'215 CHF | 67'578 CHF | 99.38% | 99.38% |
12.07.2024 | 0.57% | 2.46 CHF | 2.47 CHF | 56'900 | 56'900 | 24'508 | 24'508 | 64'774 CHF | 65'098 CHF | 100.00% | 100.00% |
11.07.2024 | 0.66% | 2.62 CHF | 2.63 CHF | 71'800 | 71'800 | 29'585 | 29'585 | 72'343 CHF | 72'732 CHF | 100.00% | 100.00% |
10.07.2024 | 0.58% | 2.49 CHF | 2.50 CHF | 56'900 | 56'900 | 24'161 | 24'161 | 62'780 CHF | 63'098 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 2.66 CHF | 2.67 CHF | 56'000 | 56'000 | 23'948 | 23'948 | 63'285 CHF | 63'601 CHF | 99.95% | 99.95% |
08.07.2024 | 0.57% | 2.70 CHF | 2.71 CHF | 59'000 | 59'000 | 24'969 | 24'969 | 67'754 CHF | 68'083 CHF | 99.86% | 99.86% |
05.07.2024 | 0.63% | 2.78 CHF | 2.79 CHF | 70'700 | 70'700 | 29'135 | 29'135 | 74'725 CHF | 75'107 CHF | 99.66% | 99.66% |
04.07.2024 | 0.64% | 2.36 CHF | 2.37 CHF | 20'400 | 20'400 | 18'575 | 18'575 | 44'505 CHF | 44'782 CHF | 98.99% | 98.99% |
03.07.2024 | 0.57% | 2.56 CHF | 2.57 CHF | 57'500 | 57'500 | 24'873 | 24'873 | 67'163 CHF | 67'490 CHF | 99.90% | 99.90% |
02.07.2024 | 0.53% | 2.86 CHF | 2.87 CHF | 57'500 | 57'500 | 24'254 | 24'254 | 71'106 CHF | 71'425 CHF | 98.81% | 98.81% |