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 | 1.34% | 2.86 CHF | 2.87 CHF | 61'000 | 61'000 | 24'079 | 24'079 | 66'579 CHF | 67'160 CHF | 98.95% | 98.95% |
12.07.2024 | 0.99% | 2.91 CHF | 2.92 CHF | 61'000 | 61'000 | 24'891 | 24'891 | 75'386 CHF | 75'934 CHF | 99.99% | 99.99% |
11.07.2024 | 1.20% | 3.06 CHF | 3.07 CHF | 63'000 | 63'000 | 25'120 | 25'120 | 77'057 CHF | 77'675 CHF | 99.80% | 99.80% |
10.07.2024 | 1.09% | 3.09 CHF | 3.10 CHF | 62'000 | 62'000 | 25'151 | 25'151 | 78'776 CHF | 79'359 CHF | 99.92% | 99.92% |
09.07.2024 | 1.24% | 2.94 CHF | 2.95 CHF | 61'000 | 61'000 | 24'749 | 24'749 | 71'576 CHF | 72'191 CHF | 99.63% | 99.63% |
08.07.2024 | 0.91% | 2.97 CHF | 2.98 CHF | 62'000 | 62'000 | 25'745 | 25'745 | 82'753 CHF | 83'327 CHF | 99.79% | 99.79% |
05.07.2024 | 0.89% | 3.61 CHF | 3.62 CHF | 67'000 | 67'000 | 26'513 | 26'513 | 92'469 CHF | 93'055 CHF | 99.70% | 99.70% |
04.07.2024 | 1.00% | 3.49 CHF | 3.52 CHF | 20'000 | 20'000 | 16'766 | 16'766 | 58'771 CHF | 59'350 CHF | 98.16% | 98.16% |
03.07.2024 | 0.87% | 3.55 CHF | 3.56 CHF | 66'000 | 66'000 | 26'947 | 26'947 | 97'026 CHF | 97'614 CHF | 98.78% | 98.78% |
02.07.2024 | 0.80% | 3.54 CHF | 3.55 CHF | 66'000 | 66'000 | 26'336 | 26'336 | 99'036 CHF | 99'604 CHF | 99.99% | 99.99% |