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 | 1.07% | 1.73 CHF | 1.74 CHF | 69'000 | 69'000 | 28'159 | 28'159 | 47'476 CHF | 47'887 CHF | 98.39% | 98.39% |
12.07.2024 | 0.92% | 1.68 CHF | 1.69 CHF | 70'000 | 70'000 | 31'658 | 31'658 | 52'824 CHF | 53'237 CHF | 99.57% | 99.57% |
11.07.2024 | 0.93% | 1.67 CHF | 1.68 CHF | 70'000 | 70'000 | 31'562 | 31'562 | 52'278 CHF | 52'690 CHF | 99.99% | 99.99% |
10.07.2024 | 0.96% | 1.62 CHF | 1.63 CHF | 70'000 | 70'000 | 31'838 | 31'838 | 51'018 CHF | 51'433 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 1.55 CHF | 1.56 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 49'383 CHF | 49'802 CHF | 100.00% | 100.00% |
08.07.2024 | 1.01% | 1.59 CHF | 1.60 CHF | 71'000 | 71'000 | 32'062 | 32'062 | 49'986 CHF | 50'403 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 1.50 CHF | 1.51 CHF | 72'000 | 72'000 | 32'136 | 32'136 | 49'591 CHF | 50'009 CHF | 99.62% | 99.62% |
04.07.2024 | 0.96% | 1.59 CHF | 1.60 CHF | 29'000 | 29'000 | 23'157 | 23'157 | 36'652 CHF | 36'979 CHF | 99.60% | 99.60% |
03.07.2024 | 0.99% | 1.57 CHF | 1.58 CHF | 71'000 | 71'000 | 32'038 | 32'038 | 49'945 CHF | 50'362 CHF | 100.00% | 100.00% |
02.07.2024 | 1.02% | 1.51 CHF | 1.52 CHF | 72'000 | 72'000 | 32'274 | 32'274 | 48'874 CHF | 49'293 CHF | 100.00% | 100.00% |