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 | 1.56% | 2.48 CHF | 2.49 CHF | 61'000 | 61'000 | 24'080 | 24'080 | 57'464 CHF | 58'046 CHF | 98.95% | 98.95% |
12.07.2024 | 1.12% | 2.54 CHF | 2.55 CHF | 61'000 | 61'000 | 24'891 | 24'891 | 65'962 CHF | 66'510 CHF | 99.99% | 99.99% |
11.07.2024 | 1.37% | 2.68 CHF | 2.69 CHF | 63'000 | 63'000 | 25'129 | 25'129 | 67'568 CHF | 68'186 CHF | 99.83% | 99.83% |
10.07.2024 | 1.25% | 2.71 CHF | 2.72 CHF | 62'000 | 62'000 | 25'151 | 25'151 | 69'216 CHF | 69'799 CHF | 99.92% | 99.92% |
09.07.2024 | 1.42% | 2.56 CHF | 2.57 CHF | 61'000 | 61'000 | 24'753 | 24'753 | 62'187 CHF | 62'802 CHF | 99.64% | 99.64% |
08.07.2024 | 1.03% | 2.59 CHF | 2.60 CHF | 62'000 | 62'000 | 25'746 | 25'746 | 73'005 CHF | 73'579 CHF | 99.79% | 99.79% |
05.07.2024 | 1.00% | 3.23 CHF | 3.24 CHF | 67'000 | 67'000 | 26'515 | 26'515 | 82'398 CHF | 82'983 CHF | 99.71% | 99.71% |
04.07.2024 | 1.13% | 3.11 CHF | 3.14 CHF | 20'000 | 20'000 | 16'766 | 16'766 | 52'394 CHF | 52'972 CHF | 98.16% | 98.16% |
03.07.2024 | 0.97% | 3.17 CHF | 3.18 CHF | 66'000 | 66'000 | 26'947 | 26'947 | 86'744 CHF | 87'333 CHF | 98.78% | 98.78% |
02.07.2024 | 0.89% | 3.16 CHF | 3.17 CHF | 66'000 | 66'000 | 26'340 | 26'340 | 88'982 CHF | 89'550 CHF | 100.00% | 100.00% |