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 | 0.71% | 2.98 CHF | 3.00 CHF | 49'400 | 49'400 | 46'256 | 46'256 | 130'101 CHF | 131'026 CHF | 99.99% | 99.99% |
12.07.2024 | 0.73% | 2.76 CHF | 2.78 CHF | 46'800 | 46'800 | 46'800 | 46'800 | 126'951 CHF | 127'887 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 2.82 CHF | 2.84 CHF | 39'100 | 39'100 | 39'100 | 39'100 | 110'864 CHF | 111'646 CHF | 100.00% | 100.00% |
10.07.2024 | 0.62% | 3.16 CHF | 3.18 CHF | 41'300 | 41'300 | 41'300 | 41'300 | 132'918 CHF | 133'744 CHF | 99.99% | 99.99% |
09.07.2024 | 0.62% | 3.16 CHF | 3.18 CHF | 41'300 | 41'300 | 41'255 | 41'255 | 132'812 CHF | 133'638 CHF | 99.74% | 99.74% |
08.07.2024 | 0.61% | 3.23 CHF | 3.25 CHF | 39'400 | 39'400 | 39'400 | 39'400 | 128'029 CHF | 128'817 CHF | 99.26% | 99.26% |
05.07.2024 | 0.60% | 3.28 CHF | 3.30 CHF | 39'200 | 39'200 | 39'200 | 39'200 | 129'406 CHF | 130'190 CHF | 99.99% | 99.99% |
04.07.2024 | 0.88% | 3.36 CHF | 3.39 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 119'229 CHF | 120'279 CHF | 99.60% | 99.60% |
03.07.2024 | 0.80% | 3.72 CHF | 3.75 CHF | 33'200 | 33'200 | 33'200 | 33'200 | 123'356 CHF | 124'352 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 3.80 CHF | 3.83 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 126'417 CHF | 127'407 CHF | 99.99% | 99.99% |