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 | 1.09% | 2.73 CHF | 2.76 CHF | 28'200 | 28'200 | 28'200 | 28'200 | 77'432 CHF | 78'278 CHF | 100.00% | 100.00% |
12.07.2024 | 1.03% | 2.81 CHF | 2.84 CHF | 27'100 | 27'100 | 27'565 | 27'565 | 79'962 CHF | 80'789 CHF | 100.00% | 100.00% |
11.07.2024 | 1.08% | 2.85 CHF | 2.88 CHF | 29'400 | 29'400 | 28'941 | 28'941 | 80'011 CHF | 80'880 CHF | 99.98% | 99.98% |
10.07.2024 | 1.04% | 2.77 CHF | 2.80 CHF | 28'400 | 28'400 | 28'751 | 28'751 | 82'650 CHF | 83'512 CHF | 100.00% | 100.00% |
09.07.2024 | 1.11% | 2.77 CHF | 2.80 CHF | 29'600 | 29'600 | 29'441 | 29'441 | 79'395 CHF | 80'279 CHF | 99.71% | 99.71% |
08.07.2024 | 1.07% | 2.71 CHF | 2.74 CHF | 28'300 | 28'300 | 28'400 | 28'400 | 79'171 CHF | 80'023 CHF | 99.30% | 99.30% |
05.07.2024 | 1.08% | 2.82 CHF | 2.85 CHF | 26'300 | 26'300 | 26'342 | 26'342 | 72'960 CHF | 73'750 CHF | 100.00% | 100.00% |
04.07.2024 | 1.04% | 2.93 CHF | 2.96 CHF | 27'800 | 27'800 | 27'466 | 27'466 | 78'559 CHF | 79'383 CHF | 99.59% | 99.59% |
03.07.2024 | 1.05% | 2.88 CHF | 2.91 CHF | 27'500 | 27'500 | 27'270 | 27'270 | 77'753 CHF | 78'571 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 2.89 CHF | 2.92 CHF | 26'200 | 26'200 | 26'264 | 26'264 | 78'572 CHF | 79'360 CHF | 99.99% | 99.99% |