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 | 0.78% | 1.83 CHF | 1.84 CHF | 81'100 | 81'100 | 36'776 | 36'776 | 69'815 CHF | 70'290 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.96 CHF | 1.97 CHF | 85'900 | 85'900 | 38'734 | 38'734 | 73'225 CHF | 73'727 CHF | 99.84% | 99.84% |
11.07.2024 | 0.93% | 1.81 CHF | 1.82 CHF | 96'900 | 96'900 | 44'280 | 44'280 | 75'178 CHF | 75'753 CHF | 99.87% | 99.87% |
10.07.2024 | 1.00% | 1.54 CHF | 1.55 CHF | 103'900 | 103'900 | 46'925 | 46'925 | 71'918 CHF | 72'525 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 1.52 CHF | 1.53 CHF | 100'500 | 100'500 | 45'369 | 45'369 | 70'777 CHF | 71'366 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.63 CHF | 1.64 CHF | 100'900 | 100'900 | 45'584 | 45'584 | 72'544 CHF | 73'135 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 1.57 CHF | 1.58 CHF | 100'600 | 100'600 | 45'453 | 45'453 | 71'553 CHF | 72'142 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 1.59 CHF | 1.60 CHF | 40'400 | 40'400 | 32'374 | 32'374 | 51'484 CHF | 51'942 CHF | 100.00% | 100.00% |
03.07.2024 | 1.05% | 1.55 CHF | 1.56 CHF | 108'600 | 108'600 | 49'736 | 49'736 | 73'951 CHF | 74'596 CHF | 100.00% | 100.00% |
02.07.2024 | 1.05% | 1.43 CHF | 1.44 CHF | 109'700 | 109'700 | 49'548 | 49'548 | 71'823 CHF | 72'465 CHF | 100.00% | 100.00% |