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 | 2.03% | 1.27 CHF | 1.28 CHF | 88'000 | 88'000 | 39'570 | 39'570 | 49'923 CHF | 50'727 CHF | 100.00% | 100.00% |
12.07.2024 | 2.09% | 1.27 CHF | 1.28 CHF | 88'000 | 88'000 | 39'582 | 39'582 | 49'114 CHF | 49'918 CHF | 100.00% | 100.00% |
11.07.2024 | 2.16% | 1.20 CHF | 1.21 CHF | 89'000 | 89'000 | 40'214 | 40'214 | 47'845 CHF | 48'664 CHF | 99.81% | 99.81% |
10.07.2024 | 2.15% | 1.17 CHF | 1.18 CHF | 89'000 | 89'000 | 40'309 | 40'309 | 47'412 CHF | 48'234 CHF | 100.00% | 100.00% |
09.07.2024 | 2.11% | 1.20 CHF | 1.21 CHF | 89'000 | 89'000 | 39'765 | 39'765 | 47'878 CHF | 48'683 CHF | 99.73% | 99.73% |
08.07.2024 | 2.02% | 1.22 CHF | 1.23 CHF | 88'000 | 88'000 | 39'351 | 39'351 | 49'145 CHF | 49'942 CHF | 99.99% | 99.99% |
05.07.2024 | 2.06% | 1.23 CHF | 1.24 CHF | 88'000 | 88'000 | 39'445 | 39'445 | 48'821 CHF | 49'624 CHF | 99.70% | 99.70% |
04.07.2024 | 2.36% | 1.26 CHF | 1.29 CHF | 35'000 | 35'000 | 28'536 | 28'536 | 35'791 CHF | 36'647 CHF | 100.00% | 100.00% |
03.07.2024 | 2.06% | 1.27 CHF | 1.28 CHF | 87'000 | 87'000 | 39'443 | 39'443 | 49'338 CHF | 50'140 CHF | 100.00% | 100.00% |
02.07.2024 | 2.06% | 1.24 CHF | 1.25 CHF | 88'000 | 88'000 | 39'300 | 39'300 | 48'732 CHF | 49'529 CHF | 100.00% | 100.00% |