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 | 1.17% | 3.24 CHF | 3.25 CHF | 61'000 | 61'000 | 24'079 | 24'079 | 75'749 CHF | 76'331 CHF | 98.95% | 98.95% |
12.07.2024 | 0.88% | 3.29 CHF | 3.30 CHF | 61'000 | 61'000 | 24'892 | 24'892 | 84'876 CHF | 85'424 CHF | 99.99% | 99.99% |
11.07.2024 | 1.07% | 3.44 CHF | 3.45 CHF | 63'000 | 63'000 | 25'120 | 25'120 | 86'626 CHF | 87'244 CHF | 99.80% | 99.80% |
10.07.2024 | 0.97% | 3.47 CHF | 3.48 CHF | 62'000 | 62'000 | 25'151 | 25'151 | 88'399 CHF | 88'981 CHF | 99.92% | 99.92% |
09.07.2024 | 1.09% | 3.32 CHF | 3.33 CHF | 61'000 | 61'000 | 24'753 | 24'753 | 81'052 CHF | 81'667 CHF | 99.64% | 99.64% |
08.07.2024 | 0.82% | 3.35 CHF | 3.36 CHF | 62'000 | 62'000 | 25'747 | 25'747 | 92'589 CHF | 93'163 CHF | 99.79% | 99.79% |
05.07.2024 | 0.81% | 3.99 CHF | 4.00 CHF | 67'000 | 67'000 | 26'518 | 26'518 | 102'628 CHF | 103'214 CHF | 99.71% | 99.71% |
04.07.2024 | 0.91% | 3.87 CHF | 3.90 CHF | 20'000 | 20'000 | 16'770 | 16'770 | 65'208 CHF | 65'787 CHF | 98.27% | 98.27% |
03.07.2024 | 0.78% | 3.94 CHF | 3.95 CHF | 66'000 | 66'000 | 26'948 | 26'948 | 107'374 CHF | 107'963 CHF | 98.78% | 98.78% |
02.07.2024 | 0.73% | 3.92 CHF | 3.93 CHF | 66'000 | 66'000 | 26'336 | 26'336 | 109'177 CHF | 109'745 CHF | 99.99% | 99.99% |