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 | 1.69% | 2.29 CHF | 2.30 CHF | 61'000 | 61'000 | 24'079 | 24'079 | 52'901 CHF | 53'483 CHF | 98.95% | 98.95% |
12.07.2024 | 1.21% | 2.35 CHF | 2.36 CHF | 61'000 | 61'000 | 24'891 | 24'891 | 61'246 CHF | 61'794 CHF | 99.99% | 99.99% |
11.07.2024 | 1.48% | 2.49 CHF | 2.50 CHF | 63'000 | 63'000 | 25'129 | 25'129 | 62'806 CHF | 63'425 CHF | 99.83% | 99.83% |
10.07.2024 | 1.34% | 2.52 CHF | 2.53 CHF | 62'000 | 62'000 | 25'151 | 25'151 | 64'432 CHF | 65'015 CHF | 99.92% | 99.92% |
09.07.2024 | 1.53% | 2.37 CHF | 2.38 CHF | 61'000 | 61'000 | 24'753 | 24'753 | 57'483 CHF | 58'098 CHF | 99.64% | 99.64% |
08.07.2024 | 1.10% | 2.40 CHF | 2.41 CHF | 62'000 | 62'000 | 25'746 | 25'746 | 68'120 CHF | 68'694 CHF | 99.79% | 99.79% |
05.07.2024 | 1.07% | 3.04 CHF | 3.05 CHF | 67'000 | 67'000 | 26'518 | 26'518 | 77'367 CHF | 77'952 CHF | 99.71% | 99.71% |
04.07.2024 | 1.20% | 2.92 CHF | 2.95 CHF | 20'000 | 20'000 | 16'766 | 16'766 | 49'204 CHF | 49'783 CHF | 98.16% | 98.16% |
03.07.2024 | 1.03% | 2.98 CHF | 2.99 CHF | 66'000 | 66'000 | 26'947 | 26'947 | 81'604 CHF | 82'192 CHF | 98.78% | 98.78% |
02.07.2024 | 0.94% | 2.97 CHF | 2.98 CHF | 66'000 | 66'000 | 26'340 | 26'340 | 83'948 CHF | 84'517 CHF | 100.00% | 100.00% |