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 | 1.44% | 2.68 CHF | 2.69 CHF | 61'000 | 61'000 | 24'078 | 24'078 | 62'070 CHF | 62'651 CHF | 98.95% | 98.95% |
12.07.2024 | 1.05% | 2.73 CHF | 2.74 CHF | 61'000 | 61'000 | 24'891 | 24'891 | 70'724 CHF | 71'273 CHF | 99.99% | 99.99% |
11.07.2024 | 1.28% | 2.87 CHF | 2.88 CHF | 63'000 | 63'000 | 25'129 | 25'129 | 72'380 CHF | 72'999 CHF | 99.83% | 99.83% |
10.07.2024 | 1.16% | 2.90 CHF | 2.91 CHF | 62'000 | 62'000 | 25'151 | 25'151 | 74'050 CHF | 74'633 CHF | 99.92% | 99.92% |
09.07.2024 | 1.32% | 2.75 CHF | 2.76 CHF | 61'000 | 61'000 | 24'749 | 24'749 | 66'935 CHF | 67'550 CHF | 99.63% | 99.63% |
08.07.2024 | 0.97% | 2.78 CHF | 2.79 CHF | 62'000 | 62'000 | 25'744 | 25'744 | 77'932 CHF | 78'506 CHF | 99.79% | 99.79% |
05.07.2024 | 0.94% | 3.42 CHF | 3.43 CHF | 67'000 | 67'000 | 26'513 | 26'513 | 87'495 CHF | 88'081 CHF | 99.70% | 99.70% |
04.07.2024 | 1.06% | 3.30 CHF | 3.33 CHF | 20'000 | 20'000 | 16'767 | 16'767 | 55'609 CHF | 56'187 CHF | 98.18% | 98.18% |
03.07.2024 | 0.91% | 3.36 CHF | 3.37 CHF | 66'000 | 66'000 | 26'948 | 26'948 | 91'947 CHF | 92'535 CHF | 98.78% | 98.78% |
02.07.2024 | 0.84% | 3.35 CHF | 3.36 CHF | 66'000 | 66'000 | 26'332 | 26'332 | 94'049 CHF | 94'617 CHF | 99.98% | 99.98% |