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 | 0.90% | 1.13 CHF | 1.14 CHF | 60'000 | 60'000 | 33'074 | 33'074 | 37'271 CHF | 37'603 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 1.09 CHF | 1.10 CHF | 60'000 | 60'000 | 33'290 | 33'290 | 34'918 CHF | 35'252 CHF | 99.94% | 99.94% |
11.07.2024 | 1.00% | 1.05 CHF | 1.06 CHF | 60'000 | 60'000 | 32'816 | 32'816 | 33'913 CHF | 34'245 CHF | 99.43% | 99.43% |
10.07.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 65'000 | 65'000 | 35'426 | 35'426 | 34'884 CHF | 35'239 CHF | 99.84% | 99.84% |
09.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 65'000 | 65'000 | 35'983 | 35'983 | 33'508 CHF | 33'868 CHF | 99.66% | 99.66% |
08.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 65'000 | 65'000 | 35'885 | 35'885 | 33'091 CHF | 33'451 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 65'000 | 65'000 | 35'851 | 35'851 | 34'542 CHF | 34'901 CHF | 99.53% | 99.53% |
04.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 33'000 | 33'000 | 29'240 | 29'240 | 27'135 CHF | 27'427 CHF | 98.94% | 98.94% |
03.07.2024 | 1.20% | 0.93 CHF | 0.94 CHF | 65'000 | 65'000 | 35'270 | 35'270 | 30'382 CHF | 30'736 CHF | 98.22% | 98.22% |
02.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 28'380 CHF | 28'738 CHF | 100.00% | 100.00% |