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 | 1.41% | 2.42 CHF | 2.43 CHF | 61'000 | 61'000 | 24'083 | 24'083 | 60'241 CHF | 60'822 CHF | 98.96% | 98.96% |
12.07.2024 | 1.45% | 2.37 CHF | 2.38 CHF | 61'000 | 61'000 | 24'891 | 24'891 | 55'912 CHF | 56'460 CHF | 99.99% | 99.99% |
11.07.2024 | 1.62% | 2.22 CHF | 2.23 CHF | 63'000 | 63'000 | 25'125 | 25'125 | 55'351 CHF | 55'970 CHF | 99.82% | 99.82% |
10.07.2024 | 1.53% | 2.23 CHF | 2.24 CHF | 62'000 | 62'000 | 25'151 | 25'151 | 54'395 CHF | 54'978 CHF | 99.92% | 99.92% |
09.07.2024 | 1.54% | 2.36 CHF | 2.37 CHF | 61'000 | 61'000 | 24'753 | 24'753 | 59'360 CHF | 59'975 CHF | 99.64% | 99.64% |
08.07.2024 | 1.65% | 2.33 CHF | 2.34 CHF | 62'000 | 62'000 | 25'762 | 25'762 | 53'294 CHF | 53'868 CHF | 99.62% | 99.62% |
05.07.2024 | 1.71% | 1.70 CHF | 1.71 CHF | 67'000 | 67'000 | 26'514 | 26'514 | 47'969 CHF | 48'555 CHF | 99.70% | 99.70% |
04.07.2024 | 1.95% | 1.81 CHF | 1.84 CHF | 20'000 | 20'000 | 16'769 | 16'769 | 30'090 CHF | 30'668 CHF | 98.32% | 98.32% |
03.07.2024 | 1.77% | 1.77 CHF | 1.78 CHF | 66'000 | 66'000 | 26'849 | 26'849 | 46'124 CHF | 46'712 CHF | 98.54% | 98.54% |
02.07.2024 | 2.13% | 1.80 CHF | 1.81 CHF | 66'000 | 66'000 | 26'332 | 26'332 | 41'352 CHF | 41'921 CHF | 99.98% | 99.98% |