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 | 0.86% | 3.50 CHF | 3.53 CHF | 11'600 | 11'600 | 11'613 | 11'613 | 40'566 CHF | 40'915 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 3.78 CHF | 3.81 CHF | 11'300 | 11'300 | 11'253 | 11'253 | 41'799 CHF | 42'136 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 3.72 CHF | 3.75 CHF | 11'200 | 11'200 | 11'230 | 11'230 | 40'119 CHF | 40'456 CHF | 99.98% | 99.98% |
10.07.2024 | 0.78% | 3.76 CHF | 3.79 CHF | 11'300 | 11'300 | 11'255 | 11'255 | 42'916 CHF | 43'253 CHF | 99.99% | 99.99% |
09.07.2024 | 1.00% | 3.71 CHF | 3.75 CHF | 9'600 | 9'600 | 9'553 | 9'553 | 38'183 CHF | 38'565 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 4.59 CHF | 4.63 CHF | 8'400 | 8'400 | 8'365 | 8'365 | 38'448 CHF | 38'783 CHF | 99.98% | 99.98% |
05.07.2024 | 0.61% | 5.09 CHF | 5.12 CHF | 10'300 | 10'300 | 10'487 | 10'487 | 51'344 CHF | 51'658 CHF | 99.22% | 99.22% |
04.07.2024 | 0.53% | 3.97 CHF | 3.99 CHF | 17'300 | 17'300 | 17'439 | 17'439 | 66'304 CHF | 66'653 CHF | 99.49% | 99.49% |
03.07.2024 | 0.93% | 2.28 CHF | 2.30 CHF | 22'300 | 22'300 | 22'441 | 22'441 | 48'177 CHF | 48'626 CHF | 99.35% | 99.35% |
02.07.2024 | 1.14% | 1.77 CHF | 1.79 CHF | 21'500 | 21'500 | 21'433 | 21'433 | 37'404 CHF | 37'833 CHF | 100.00% | 100.00% |