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 | 1.65% | 1.17 CHF | 1.18 CHF | 37'000 | 37'000 | 17'282 | 17'282 | 18'955 CHF | 19'217 CHF | 99.99% | 99.99% |
12.07.2024 | 1.91% | 1.02 CHF | 1.03 CHF | 42'400 | 42'400 | 19'504 | 19'504 | 18'837 CHF | 19'134 CHF | 100.00% | 100.00% |
11.07.2024 | 1.91% | 0.90 CHF | 0.91 CHF | 48'400 | 48'400 | 22'122 | 22'122 | 18'563 CHF | 18'852 CHF | 99.90% | 99.90% |
10.07.2024 | 1.93% | 0.73 CHF | 0.74 CHF | 49'900 | 49'900 | 22'389 | 22'389 | 17'306 CHF | 17'596 CHF | 100.00% | 100.00% |
09.07.2024 | 1.92% | 0.77 CHF | 0.78 CHF | 50'500 | 50'500 | 22'649 | 22'649 | 17'998 CHF | 18'292 CHF | 100.00% | 100.00% |
08.07.2024 | 1.79% | 0.79 CHF | 0.80 CHF | 46'800 | 46'800 | 20'529 | 20'529 | 17'280 CHF | 17'546 CHF | 100.00% | 100.00% |
05.07.2024 | 1.92% | 0.81 CHF | 0.82 CHF | 49'600 | 49'600 | 22'183 | 22'183 | 17'763 CHF | 18'051 CHF | 99.90% | 99.90% |
04.07.2024 | 1.93% | 0.78 CHF | 0.79 CHF | 19'900 | 19'900 | 15'909 | 15'909 | 12'502 CHF | 12'727 CHF | 100.00% | 100.00% |
03.07.2024 | 1.88% | 0.83 CHF | 0.84 CHF | 49'300 | 49'300 | 22'099 | 22'099 | 18'082 CHF | 18'369 CHF | 100.00% | 100.00% |
02.07.2024 | 2.02% | 0.79 CHF | 0.80 CHF | 50'900 | 50'900 | 22'822 | 22'822 | 17'760 CHF | 18'056 CHF | 99.88% | 99.88% |