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 | 2.01% | 0.87 CHF | 0.88 CHF | 89'500 | 89'500 | 39'965 | 39'965 | 35'057 CHF | 35'662 CHF | 100.00% | 100.00% |
12.07.2024 | 1.91% | 0.82 CHF | 0.83 CHF | 86'100 | 86'100 | 36'845 | 36'845 | 33'200 CHF | 33'754 CHF | 99.59% | 99.59% |
11.07.2024 | 1.83% | 0.93 CHF | 0.94 CHF | 78'000 | 78'000 | 34'690 | 34'690 | 33'474 CHF | 33'998 CHF | 99.99% | 99.99% |
10.07.2024 | 1.79% | 1.01 CHF | 1.02 CHF | 77'900 | 77'900 | 34'894 | 34'894 | 34'864 CHF | 35'392 CHF | 100.00% | 100.00% |
09.07.2024 | 1.97% | 0.98 CHF | 0.99 CHF | 84'200 | 84'200 | 38'703 | 38'703 | 35'744 CHF | 36'331 CHF | 100.00% | 100.00% |
08.07.2024 | 1.78% | 0.89 CHF | 0.90 CHF | 90'400 | 90'400 | 40'472 | 40'472 | 35'297 CHF | 35'822 CHF | 100.00% | 100.00% |
05.07.2024 | 2.01% | 0.86 CHF | 0.87 CHF | 88'500 | 88'500 | 39'615 | 39'615 | 34'793 CHF | 35'393 CHF | 99.89% | 99.89% |
04.07.2024 | 2.19% | 0.92 CHF | 0.94 CHF | 34'700 | 34'700 | 28'098 | 28'098 | 25'386 CHF | 25'948 CHF | 100.00% | 100.00% |
03.07.2024 | 1.98% | 0.89 CHF | 0.90 CHF | 87'500 | 87'500 | 38'544 | 38'544 | 34'772 CHF | 35'355 CHF | 100.00% | 100.00% |
02.07.2024 | 1.85% | 0.86 CHF | 0.87 CHF | 92'500 | 92'500 | 41'602 | 41'602 | 34'998 CHF | 35'538 CHF | 99.99% | 99.99% |