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 | 0.93% | 1.98 CHF | 1.99 CHF | 69'000 | 69'000 | 28'177 | 28'177 | 54'446 CHF | 54'857 CHF | 98.48% | 98.48% |
12.07.2024 | 0.81% | 1.92 CHF | 1.93 CHF | 70'000 | 70'000 | 31'601 | 31'601 | 60'502 CHF | 60'915 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 1.92 CHF | 1.93 CHF | 70'000 | 70'000 | 31'565 | 31'565 | 60'040 CHF | 60'452 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 1.86 CHF | 1.87 CHF | 70'000 | 70'000 | 31'853 | 31'853 | 58'952 CHF | 59'367 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 1.79 CHF | 1.80 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 57'322 CHF | 57'741 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.84 CHF | 1.85 CHF | 71'000 | 71'000 | 32'061 | 32'061 | 57'921 CHF | 58'338 CHF | 100.00% | 100.00% |
05.07.2024 | 0.85% | 1.75 CHF | 1.76 CHF | 72'000 | 72'000 | 32'245 | 32'245 | 57'741 CHF | 58'159 CHF | 99.89% | 99.89% |
04.07.2024 | 0.84% | 1.84 CHF | 1.85 CHF | 29'000 | 29'000 | 23'137 | 23'137 | 42'301 CHF | 42'628 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 1.81 CHF | 1.82 CHF | 71'000 | 71'000 | 32'039 | 32'039 | 57'881 CHF | 58'297 CHF | 100.00% | 100.00% |
02.07.2024 | 0.88% | 1.76 CHF | 1.77 CHF | 72'000 | 72'000 | 32'275 | 32'275 | 56'892 CHF | 57'311 CHF | 100.00% | 100.00% |