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 | 1.00% | 1.85 CHF | 1.86 CHF | 69'000 | 69'000 | 28'148 | 28'148 | 50'822 CHF | 51'233 CHF | 98.37% | 98.37% |
12.07.2024 | 0.86% | 1.80 CHF | 1.81 CHF | 70'000 | 70'000 | 31'662 | 31'662 | 56'608 CHF | 57'021 CHF | 99.53% | 99.53% |
11.07.2024 | 0.87% | 1.79 CHF | 1.80 CHF | 70'000 | 70'000 | 31'558 | 31'558 | 56'036 CHF | 56'448 CHF | 100.00% | 100.00% |
10.07.2024 | 0.90% | 1.74 CHF | 1.75 CHF | 70'000 | 70'000 | 31'836 | 31'836 | 54'834 CHF | 55'248 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 1.67 CHF | 1.68 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 53'238 CHF | 53'657 CHF | 100.00% | 100.00% |
08.07.2024 | 0.93% | 1.71 CHF | 1.72 CHF | 71'000 | 71'000 | 32'058 | 32'058 | 53'816 CHF | 54'233 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.62 CHF | 1.63 CHF | 72'000 | 72'000 | 32'136 | 32'136 | 53'434 CHF | 53'852 CHF | 99.62% | 99.62% |
04.07.2024 | 0.90% | 1.71 CHF | 1.72 CHF | 29'000 | 29'000 | 23'156 | 23'156 | 39'423 CHF | 39'750 CHF | 99.60% | 99.60% |
03.07.2024 | 0.92% | 1.69 CHF | 1.70 CHF | 71'000 | 71'000 | 32'036 | 32'036 | 53'795 CHF | 54'211 CHF | 100.00% | 100.00% |
02.07.2024 | 0.95% | 1.63 CHF | 1.64 CHF | 72'000 | 72'000 | 32'273 | 32'273 | 52'768 CHF | 53'187 CHF | 100.00% | 100.00% |