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 | 1.70% | 1.79 CHF | 1.82 CHF | 73'800 | 73'800 | 73'279 | 73'279 | 128'147 CHF | 130'345 CHF | 100.00% | 100.00% |
12.07.2024 | 1.44% | 1.77 CHF | 1.79 CHF | 74'900 | 74'900 | 75'082 | 75'082 | 130'840 CHF | 132'727 CHF | 100.00% | 100.00% |
11.07.2024 | 1.67% | 1.71 CHF | 1.74 CHF | 67'300 | 67'300 | 67'813 | 67'813 | 120'967 CHF | 123'001 CHF | 99.99% | 99.99% |
10.07.2024 | 1.54% | 1.88 CHF | 1.91 CHF | 65'100 | 65'100 | 65'498 | 65'498 | 126'604 CHF | 128'569 CHF | 100.00% | 100.00% |
09.07.2024 | 1.61% | 1.95 CHF | 1.98 CHF | 64'400 | 64'400 | 63'488 | 63'488 | 117'537 CHF | 119'444 CHF | 99.73% | 99.73% |
08.07.2024 | 1.51% | 2.00 CHF | 2.03 CHF | 64'200 | 64'200 | 64'239 | 64'239 | 127'033 CHF | 128'960 CHF | 99.27% | 99.27% |
05.07.2024 | 1.50% | 1.98 CHF | 2.01 CHF | 62'000 | 62'000 | 62'140 | 62'140 | 123'052 CHF | 124'916 CHF | 100.00% | 100.00% |
04.07.2024 | 1.47% | 2.00 CHF | 2.03 CHF | 61'500 | 61'500 | 61'349 | 61'349 | 124'185 CHF | 126'025 CHF | 99.61% | 99.61% |
03.07.2024 | 1.45% | 2.07 CHF | 2.10 CHF | 55'100 | 55'100 | 55'164 | 55'164 | 113'495 CHF | 115'150 CHF | 100.00% | 100.00% |
02.07.2024 | 1.25% | 2.31 CHF | 2.34 CHF | 57'800 | 57'800 | 58'219 | 58'219 | 138'772 CHF | 140'518 CHF | 100.00% | 100.00% |