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 | 1.73% | 1.49 CHF | 1.50 CHF | 88'000 | 88'000 | 39'570 | 39'570 | 58'747 CHF | 59'550 CHF | 100.00% | 100.00% |
12.07.2024 | 1.77% | 1.49 CHF | 1.50 CHF | 88'000 | 88'000 | 39'581 | 39'581 | 57'929 CHF | 58'732 CHF | 100.00% | 100.00% |
11.07.2024 | 1.82% | 1.43 CHF | 1.44 CHF | 89'000 | 89'000 | 40'222 | 40'222 | 56'820 CHF | 57'639 CHF | 99.82% | 99.82% |
10.07.2024 | 1.82% | 1.40 CHF | 1.41 CHF | 89'000 | 89'000 | 40'309 | 40'309 | 56'406 CHF | 57'228 CHF | 100.00% | 100.00% |
09.07.2024 | 1.79% | 1.43 CHF | 1.44 CHF | 89'000 | 89'000 | 39'765 | 39'765 | 56'747 CHF | 57'553 CHF | 99.73% | 99.73% |
08.07.2024 | 1.71% | 1.44 CHF | 1.45 CHF | 88'000 | 88'000 | 39'353 | 39'353 | 58'012 CHF | 58'810 CHF | 100.00% | 100.00% |
05.07.2024 | 1.75% | 1.45 CHF | 1.46 CHF | 88'000 | 88'000 | 39'446 | 39'446 | 57'610 CHF | 58'413 CHF | 99.70% | 99.70% |
04.07.2024 | 2.01% | 1.48 CHF | 1.51 CHF | 35'000 | 35'000 | 28'536 | 28'536 | 42'149 CHF | 43'005 CHF | 100.00% | 100.00% |
03.07.2024 | 1.75% | 1.50 CHF | 1.51 CHF | 87'000 | 87'000 | 39'443 | 39'443 | 58'164 CHF | 58'966 CHF | 100.00% | 100.00% |
02.07.2024 | 1.74% | 1.46 CHF | 1.47 CHF | 88'000 | 88'000 | 39'300 | 39'300 | 57'612 CHF | 58'408 CHF | 100.00% | 100.00% |