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 | 1.23% | 1.66 CHF | 1.68 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 27'421 CHF | 27'758 CHF | 100.00% | 100.00% |
12.07.2024 | 1.17% | 1.61 CHF | 1.63 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 29'020 CHF | 29'357 CHF | 100.00% | 100.00% |
11.07.2024 | 1.17% | 1.71 CHF | 1.73 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 28'842 CHF | 29'179 CHF | 99.54% | 99.54% |
10.07.2024 | 1.30% | 1.73 CHF | 1.75 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 26'121 CHF | 26'458 CHF | 99.90% | 99.90% |
09.07.2024 | 1.39% | 1.41 CHF | 1.43 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 24'319 CHF | 24'656 CHF | 99.93% | 99.93% |
08.07.2024 | 1.34% | 1.47 CHF | 1.49 CHF | 17'000 | 17'000 | 16'841 | 16'841 | 25'157 CHF | 25'494 CHF | 100.00% | 100.00% |
05.07.2024 | 1.40% | 1.43 CHF | 1.45 CHF | 17'000 | 17'000 | 16'840 | 16'840 | 24'144 CHF | 24'481 CHF | 99.84% | 99.84% |
04.07.2024 | 1.49% | 1.31 CHF | 1.33 CHF | 16'000 | 16'000 | 16'465 | 16'465 | 22'257 CHF | 22'587 CHF | 100.00% | 100.00% |
03.07.2024 | 1.49% | 1.36 CHF | 1.38 CHF | 17'000 | 17'000 | 16'397 | 16'397 | 22'040 CHF | 22'368 CHF | 99.86% | 99.86% |
02.07.2024 | 1.48% | 1.43 CHF | 1.45 CHF | 17'000 | 17'000 | 16'144 | 16'144 | 21'941 CHF | 22'264 CHF | 99.91% | 99.91% |