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 | 0.99% | 1.87 CHF | 1.88 CHF | 69'000 | 69'000 | 28'172 | 28'172 | 51'331 CHF | 51'742 CHF | 98.47% | 98.47% |
12.07.2024 | 0.86% | 1.81 CHF | 1.82 CHF | 70'000 | 70'000 | 31'600 | 31'600 | 57'011 CHF | 57'423 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 1.81 CHF | 1.82 CHF | 70'000 | 70'000 | 31'565 | 31'565 | 56'567 CHF | 56'979 CHF | 100.00% | 100.00% |
10.07.2024 | 0.89% | 1.75 CHF | 1.76 CHF | 70'000 | 70'000 | 31'838 | 31'838 | 55'405 CHF | 55'820 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 1.68 CHF | 1.69 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 53'768 CHF | 54'187 CHF | 100.00% | 100.00% |
08.07.2024 | 0.92% | 1.73 CHF | 1.74 CHF | 71'000 | 71'000 | 32'062 | 32'062 | 54'393 CHF | 54'810 CHF | 100.00% | 100.00% |
05.07.2024 | 0.91% | 1.64 CHF | 1.65 CHF | 72'000 | 72'000 | 32'244 | 32'244 | 54'176 CHF | 54'595 CHF | 99.89% | 99.89% |
04.07.2024 | 0.89% | 1.73 CHF | 1.74 CHF | 29'000 | 29'000 | 23'137 | 23'137 | 39'736 CHF | 40'064 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 1.70 CHF | 1.71 CHF | 71'000 | 71'000 | 32'039 | 32'039 | 54'341 CHF | 54'757 CHF | 100.00% | 100.00% |
02.07.2024 | 0.94% | 1.65 CHF | 1.66 CHF | 72'000 | 72'000 | 32'274 | 32'274 | 53'303 CHF | 53'722 CHF | 100.00% | 100.00% |