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 | 2.62% | 1.53 CHF | 1.54 CHF | 61'000 | 61'000 | 24'082 | 24'082 | 34'593 CHF | 35'175 CHF | 98.96% | 98.96% |
12.07.2024 | 1.71% | 1.59 CHF | 1.60 CHF | 61'000 | 61'000 | 24'891 | 24'891 | 42'304 CHF | 42'853 CHF | 99.99% | 99.99% |
11.07.2024 | 2.14% | 1.73 CHF | 1.74 CHF | 63'000 | 63'000 | 25'126 | 25'126 | 43'684 CHF | 44'302 CHF | 99.82% | 99.82% |
10.07.2024 | 1.92% | 1.75 CHF | 1.76 CHF | 62'000 | 62'000 | 25'150 | 25'150 | 45'217 CHF | 45'800 CHF | 99.92% | 99.92% |
09.07.2024 | 2.26% | 1.61 CHF | 1.62 CHF | 61'000 | 61'000 | 24'754 | 24'754 | 38'584 CHF | 39'199 CHF | 99.64% | 99.64% |
08.07.2024 | 1.50% | 1.64 CHF | 1.65 CHF | 62'000 | 62'000 | 25'746 | 25'746 | 48'511 CHF | 49'085 CHF | 99.79% | 99.79% |
05.07.2024 | 1.45% | 2.27 CHF | 2.28 CHF | 67'000 | 67'000 | 26'516 | 26'516 | 57'117 CHF | 57'703 CHF | 99.71% | 99.71% |
04.07.2024 | 1.62% | 2.15 CHF | 2.18 CHF | 20'000 | 20'000 | 16'770 | 16'770 | 36'355 CHF | 36'934 CHF | 98.27% | 98.27% |
03.07.2024 | 1.38% | 2.21 CHF | 2.22 CHF | 66'000 | 66'000 | 26'947 | 26'947 | 60'945 CHF | 61'533 CHF | 98.78% | 98.78% |
02.07.2024 | 1.22% | 2.20 CHF | 2.21 CHF | 66'000 | 66'000 | 26'333 | 26'333 | 63'694 CHF | 64'262 CHF | 99.98% | 99.98% |