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 | 2.46% | 1.05 CHF | 1.06 CHF | 88'000 | 88'000 | 39'570 | 39'570 | 41'113 CHF | 41'917 CHF | 100.00% | 100.00% |
12.07.2024 | 2.55% | 1.04 CHF | 1.05 CHF | 88'000 | 88'000 | 39'581 | 39'581 | 40'323 CHF | 41'127 CHF | 100.00% | 100.00% |
11.07.2024 | 2.66% | 0.98 CHF | 0.99 CHF | 89'000 | 89'000 | 40'214 | 40'214 | 38'871 CHF | 39'690 CHF | 99.81% | 99.81% |
10.07.2024 | 2.66% | 0.95 CHF | 0.96 CHF | 89'000 | 89'000 | 40'309 | 40'309 | 38'306 CHF | 39'128 CHF | 100.00% | 100.00% |
09.07.2024 | 2.60% | 0.98 CHF | 0.99 CHF | 89'000 | 89'000 | 39'765 | 39'765 | 38'896 CHF | 39'701 CHF | 99.73% | 99.73% |
08.07.2024 | 2.44% | 1.00 CHF | 1.01 CHF | 88'000 | 88'000 | 39'353 | 39'353 | 40'424 CHF | 41'222 CHF | 100.00% | 100.00% |
05.07.2024 | 2.50% | 1.01 CHF | 1.02 CHF | 88'000 | 88'000 | 39'439 | 39'439 | 39'994 CHF | 40'798 CHF | 99.69% | 99.69% |
04.07.2024 | 2.87% | 1.03 CHF | 1.06 CHF | 35'000 | 35'000 | 28'536 | 28'536 | 29'349 CHF | 30'205 CHF | 100.00% | 100.00% |
03.07.2024 | 2.51% | 1.05 CHF | 1.06 CHF | 87'000 | 87'000 | 39'443 | 39'443 | 40'443 CHF | 41'245 CHF | 100.00% | 100.00% |
02.07.2024 | 2.50% | 1.01 CHF | 1.02 CHF | 88'000 | 88'000 | 39'301 | 39'301 | 39'958 CHF | 40'754 CHF | 100.00% | 100.00% |