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 | 1.65% | 1.31 CHF | 1.33 CHF | 35'000 | 35'000 | 34'980 | 34'980 | 42'033 CHF | 42'733 CHF | 100.00% | 100.00% |
12.07.2024 | 1.64% | 1.17 CHF | 1.19 CHF | 35'000 | 35'000 | 44'295 | 44'295 | 53'758 CHF | 54'644 CHF | 100.00% | 100.00% |
11.07.2024 | 1.66% | 1.20 CHF | 1.22 CHF | 46'000 | 46'000 | 45'976 | 45'976 | 55'034 CHF | 55'954 CHF | 99.99% | 99.99% |
10.07.2024 | 1.57% | 1.24 CHF | 1.26 CHF | 46'000 | 46'000 | 46'382 | 46'382 | 58'540 CHF | 59'468 CHF | 100.00% | 100.00% |
09.07.2024 | 1.66% | 1.19 CHF | 1.21 CHF | 46'000 | 46'000 | 46'320 | 46'320 | 54'573 CHF | 55'484 CHF | 99.99% | 99.99% |
08.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 58'000 | 58'000 | 58'147 | 58'147 | 76'546 CHF | 77'128 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 59'000 | 59'000 | 58'354 | 58'354 | 78'233 CHF | 78'816 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 58'000 | 58'000 | 58'046 | 58'046 | 76'159 CHF | 76'739 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 58'000 | 58'000 | 58'284 | 58'284 | 77'995 CHF | 78'578 CHF | 99.99% | 99.99% |
02.07.2024 | 0.68% | 1.37 CHF | 1.38 CHF | 59'000 | 59'000 | 59'379 | 59'379 | 86'676 CHF | 87'270 CHF | 99.98% | 99.98% |