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 | 1.86% | 2.10 CHF | 2.11 CHF | 61'000 | 61'000 | 24'079 | 24'079 | 48'175 CHF | 48'757 CHF | 98.95% | 98.95% |
12.07.2024 | 1.31% | 2.15 CHF | 2.16 CHF | 61'000 | 61'000 | 24'894 | 24'894 | 56'350 CHF | 56'899 CHF | 100.00% | 100.00% |
11.07.2024 | 1.61% | 2.30 CHF | 2.31 CHF | 63'000 | 63'000 | 25'120 | 25'120 | 57'842 CHF | 58'460 CHF | 99.80% | 99.80% |
10.07.2024 | 1.45% | 2.32 CHF | 2.33 CHF | 62'000 | 62'000 | 25'151 | 25'151 | 59'467 CHF | 60'050 CHF | 99.92% | 99.92% |
09.07.2024 | 1.67% | 2.17 CHF | 2.18 CHF | 61'000 | 61'000 | 24'749 | 24'749 | 52'594 CHF | 53'209 CHF | 99.63% | 99.63% |
08.07.2024 | 1.18% | 2.20 CHF | 2.21 CHF | 62'000 | 62'000 | 25'764 | 25'764 | 63'087 CHF | 63'660 CHF | 99.63% | 99.63% |
05.07.2024 | 1.14% | 2.84 CHF | 2.85 CHF | 67'000 | 67'000 | 26'516 | 26'516 | 72'135 CHF | 72'721 CHF | 99.71% | 99.71% |
04.07.2024 | 1.28% | 2.72 CHF | 2.75 CHF | 20'000 | 20'000 | 16'766 | 16'766 | 45'867 CHF | 46'446 CHF | 98.16% | 98.16% |
03.07.2024 | 1.10% | 2.78 CHF | 2.79 CHF | 66'000 | 66'000 | 26'947 | 26'947 | 76'268 CHF | 76'856 CHF | 98.78% | 98.78% |
02.07.2024 | 1.00% | 2.77 CHF | 2.78 CHF | 66'000 | 66'000 | 26'340 | 26'340 | 78'716 CHF | 79'285 CHF | 100.00% | 100.00% |