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 | 0.92% | 2.01 CHF | 2.02 CHF | 69'000 | 69'000 | 28'132 | 28'132 | 55'218 CHF | 55'629 CHF | 98.29% | 98.29% |
12.07.2024 | 0.79% | 1.95 CHF | 1.96 CHF | 70'000 | 70'000 | 31'600 | 31'600 | 61'468 CHF | 61'880 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 1.95 CHF | 1.96 CHF | 70'000 | 70'000 | 31'565 | 31'565 | 61'004 CHF | 61'416 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 1.89 CHF | 1.90 CHF | 70'000 | 70'000 | 31'838 | 31'838 | 59'889 CHF | 60'304 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.83 CHF | 1.84 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 58'293 CHF | 58'712 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.87 CHF | 1.88 CHF | 71'000 | 71'000 | 32'062 | 32'062 | 58'892 CHF | 59'309 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 1.78 CHF | 1.79 CHF | 72'000 | 72'000 | 32'136 | 32'136 | 58'513 CHF | 58'931 CHF | 99.62% | 99.62% |
04.07.2024 | 0.82% | 1.87 CHF | 1.88 CHF | 29'000 | 29'000 | 23'137 | 23'137 | 43'015 CHF | 43'342 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 1.84 CHF | 1.85 CHF | 71'000 | 71'000 | 32'039 | 32'039 | 58'851 CHF | 59'268 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.79 CHF | 1.80 CHF | 72'000 | 72'000 | 32'275 | 32'275 | 57'868 CHF | 58'287 CHF | 100.00% | 100.00% |