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 | 2.06% | 1.25 CHF | 1.26 CHF | 88'000 | 88'000 | 39'563 | 39'563 | 49'100 CHF | 49'904 CHF | 99.99% | 99.99% |
12.07.2024 | 2.12% | 1.25 CHF | 1.26 CHF | 88'000 | 88'000 | 39'582 | 39'582 | 48'277 CHF | 49'081 CHF | 100.00% | 100.00% |
11.07.2024 | 2.20% | 1.18 CHF | 1.19 CHF | 89'000 | 89'000 | 40'213 | 40'213 | 47'046 CHF | 47'864 CHF | 99.81% | 99.81% |
10.07.2024 | 2.19% | 1.15 CHF | 1.16 CHF | 89'000 | 89'000 | 40'309 | 40'309 | 46'611 CHF | 47'433 CHF | 100.00% | 100.00% |
09.07.2024 | 2.15% | 1.18 CHF | 1.19 CHF | 89'000 | 89'000 | 39'758 | 39'758 | 47'029 CHF | 47'834 CHF | 99.77% | 99.77% |
08.07.2024 | 2.05% | 1.20 CHF | 1.21 CHF | 88'000 | 88'000 | 39'354 | 39'354 | 48'332 CHF | 49'130 CHF | 100.00% | 100.00% |
05.07.2024 | 2.09% | 1.21 CHF | 1.22 CHF | 88'000 | 88'000 | 39'445 | 39'445 | 47'962 CHF | 48'766 CHF | 99.70% | 99.70% |
04.07.2024 | 2.40% | 1.24 CHF | 1.27 CHF | 35'000 | 35'000 | 28'536 | 28'536 | 35'160 CHF | 36'016 CHF | 100.00% | 100.00% |
03.07.2024 | 2.10% | 1.25 CHF | 1.26 CHF | 87'000 | 87'000 | 39'443 | 39'443 | 48'493 CHF | 49'295 CHF | 100.00% | 100.00% |
02.07.2024 | 2.09% | 1.21 CHF | 1.22 CHF | 88'000 | 88'000 | 39'300 | 39'300 | 47'918 CHF | 48'714 CHF | 100.00% | 100.00% |