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 | 1.72% | 1.23 CHF | 1.24 CHF | 89'300 | 89'300 | 38'097 | 38'097 | 45'604 CHF | 46'223 CHF | 99.44% | 99.44% |
12.07.2024 | 1.89% | 1.15 CHF | 1.16 CHF | 97'000 | 97'000 | 41'200 | 41'200 | 45'860 CHF | 46'531 CHF | 99.67% | 99.67% |
11.07.2024 | 1.86% | 1.08 CHF | 1.09 CHF | 94'700 | 94'700 | 39'252 | 39'252 | 43'531 CHF | 44'170 CHF | 100.00% | 100.00% |
10.07.2024 | 1.81% | 1.11 CHF | 1.12 CHF | 93'800 | 93'800 | 39'620 | 39'620 | 44'723 CHF | 45'368 CHF | 100.00% | 100.00% |
09.07.2024 | 1.81% | 1.16 CHF | 1.17 CHF | 92'400 | 92'400 | 39'374 | 39'374 | 45'096 CHF | 45'738 CHF | 100.00% | 100.00% |
08.07.2024 | 1.94% | 1.09 CHF | 1.10 CHF | 97'800 | 97'800 | 41'798 | 41'798 | 44'442 CHF | 45'124 CHF | 100.00% | 100.00% |
05.07.2024 | 1.96% | 1.06 CHF | 1.07 CHF | 99'600 | 99'600 | 42'155 | 42'155 | 44'544 CHF | 45'229 CHF | 99.06% | 99.06% |
04.07.2024 | 1.93% | 1.08 CHF | 1.09 CHF | 29'600 | 29'600 | 27'057 | 27'057 | 28'718 CHF | 29'253 CHF | 99.50% | 99.50% |
03.07.2024 | 1.93% | 1.08 CHF | 1.09 CHF | 98'700 | 98'700 | 41'953 | 41'953 | 45'030 CHF | 45'715 CHF | 99.28% | 99.28% |
02.07.2024 | 1.50% | 1.04 CHF | 1.05 CHF | 101'900 | 101'900 | 43'133 | 43'133 | 44'586 CHF | 45'153 CHF | 100.00% | 100.00% |