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 | 1.19% | 0.85 CHF | 0.86 CHF | 50'400 | 50'400 | 50'582 | 50'582 | 42'313 CHF | 42'819 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 4.40 CHF | 4.43 CHF | 11'000 | 11'000 | 11'091 | 11'091 | 46'167 CHF | 46'500 CHF | 99.99% | 99.99% |
11.07.2024 | 0.77% | 3.94 CHF | 3.97 CHF | 11'700 | 11'700 | 11'701 | 11'701 | 45'627 CHF | 45'978 CHF | 99.81% | 99.81% |
10.07.2024 | 0.85% | 3.65 CHF | 3.68 CHF | 12'200 | 12'200 | 12'263 | 12'263 | 43'121 CHF | 43'489 CHF | 99.99% | 99.99% |
09.07.2024 | 0.79% | 3.54 CHF | 3.57 CHF | 11'500 | 11'500 | 11'351 | 11'351 | 42'974 CHF | 43'315 CHF | 99.74% | 99.74% |
08.07.2024 | 0.75% | 3.89 CHF | 3.92 CHF | 11'000 | 11'000 | 10'924 | 10'924 | 43'535 CHF | 43'863 CHF | 99.99% | 99.99% |
05.07.2024 | 0.67% | 3.94 CHF | 3.97 CHF | 10'300 | 10'300 | 10'142 | 10'142 | 45'071 CHF | 45'375 CHF | 99.79% | 99.79% |
04.07.2024 | 0.72% | 4.24 CHF | 4.27 CHF | 10'900 | 10'900 | 10'958 | 10'958 | 45'504 CHF | 45'832 CHF | 100.00% | 100.00% |
03.07.2024 | 0.77% | 4.01 CHF | 4.04 CHF | 11'500 | 11'500 | 11'522 | 11'522 | 44'963 CHF | 45'309 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 3.75 CHF | 3.78 CHF | 11'800 | 11'800 | 11'897 | 11'897 | 41'776 CHF | 42'133 CHF | 99.98% | 99.98% |