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 | 1.81% | 1.01 CHF | 1.03 CHF | 26'820 | 26'820 | 26'245 | 26'245 | 29'151 CHF | 29'676 CHF | 100.00% | 100.00% |
12.07.2024 | 1.81% | 1.16 CHF | 1.18 CHF | 26'380 | 26'380 | 26'250 | 26'250 | 29'068 CHF | 29'593 CHF | 100.00% | 100.00% |
11.07.2024 | 1.93% | 1.06 CHF | 1.08 CHF | 26'570 | 26'570 | 26'421 | 26'421 | 27'344 CHF | 27'873 CHF | 99.10% | 99.10% |
10.07.2024 | 2.03% | 1.02 CHF | 1.04 CHF | 26'740 | 26'740 | 26'524 | 26'524 | 26'094 CHF | 26'625 CHF | 100.00% | 100.00% |
09.07.2024 | 1.97% | 0.97 CHF | 0.99 CHF | 26'770 | 26'770 | 26'419 | 26'419 | 26'862 CHF | 27'391 CHF | 99.20% | 99.20% |
08.07.2024 | 2.02% | 0.98 CHF | 1.00 CHF | 26'800 | 26'800 | 26'480 | 26'480 | 26'229 CHF | 26'759 CHF | 100.00% | 100.00% |
05.07.2024 | 2.01% | 0.95 CHF | 0.97 CHF | 26'880 | 26'880 | 26'533 | 26'533 | 26'366 CHF | 26'897 CHF | 99.91% | 99.91% |
04.07.2024 | 2.00% | 1.01 CHF | 1.03 CHF | 26'760 | 26'760 | 26'510 | 26'510 | 26'559 CHF | 27'090 CHF | 100.00% | 100.00% |
03.07.2024 | 2.08% | 0.99 CHF | 1.01 CHF | 26'820 | 26'820 | 26'625 | 26'625 | 25'592 CHF | 26'125 CHF | 100.00% | 100.00% |
02.07.2024 | 2.23% | 0.96 CHF | 0.98 CHF | 26'820 | 26'820 | 26'741 | 26'741 | 23'965 CHF | 24'500 CHF | 99.71% | 99.71% |