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 | 2.31% | 1.72 CHF | 1.73 CHF | 61'000 | 61'000 | 24'083 | 24'083 | 39'152 CHF | 39'734 CHF | 98.96% | 98.96% |
12.07.2024 | 1.55% | 1.77 CHF | 1.78 CHF | 61'000 | 61'000 | 24'891 | 24'891 | 47'017 CHF | 47'565 CHF | 99.99% | 99.99% |
11.07.2024 | 1.93% | 1.92 CHF | 1.93 CHF | 63'000 | 63'000 | 25'129 | 25'129 | 48'448 CHF | 49'066 CHF | 99.83% | 99.83% |
10.07.2024 | 1.73% | 1.94 CHF | 1.95 CHF | 62'000 | 62'000 | 25'151 | 25'151 | 49'997 CHF | 50'580 CHF | 99.92% | 99.92% |
09.07.2024 | 2.02% | 1.80 CHF | 1.81 CHF | 61'000 | 61'000 | 24'753 | 24'753 | 43'283 CHF | 43'899 CHF | 99.64% | 99.64% |
08.07.2024 | 1.38% | 1.83 CHF | 1.84 CHF | 62'000 | 62'000 | 25'745 | 25'745 | 53'382 CHF | 53'956 CHF | 99.79% | 99.79% |
05.07.2024 | 1.33% | 2.46 CHF | 2.47 CHF | 67'000 | 67'000 | 26'513 | 26'513 | 62'149 CHF | 62'734 CHF | 99.70% | 99.70% |
04.07.2024 | 1.49% | 2.34 CHF | 2.37 CHF | 20'000 | 20'000 | 16'770 | 16'770 | 39'549 CHF | 40'127 CHF | 98.27% | 98.27% |
03.07.2024 | 1.27% | 2.41 CHF | 2.42 CHF | 66'000 | 66'000 | 26'947 | 26'947 | 66'085 CHF | 66'673 CHF | 98.78% | 98.78% |
02.07.2024 | 1.14% | 2.39 CHF | 2.40 CHF | 66'000 | 66'000 | 26'336 | 26'336 | 68'729 CHF | 69'298 CHF | 99.99% | 99.99% |