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 | 0.99% | 1.03 CHF | 1.04 CHF | 60'000 | 60'000 | 33'073 | 33'073 | 34'051 CHF | 34'383 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 60'000 | 60'000 | 33'290 | 33'290 | 36'925 CHF | 37'259 CHF | 99.94% | 99.94% |
11.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 60'000 | 60'000 | 32'810 | 32'810 | 36'985 CHF | 37'317 CHF | 99.42% | 99.42% |
10.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 65'000 | 65'000 | 35'426 | 35'426 | 41'910 CHF | 42'265 CHF | 99.84% | 99.84% |
09.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 65'000 | 65'000 | 35'983 | 35'983 | 44'416 CHF | 44'777 CHF | 99.66% | 99.66% |
08.07.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 65'000 | 65'000 | 35'885 | 35'885 | 44'551 CHF | 44'911 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 65'000 | 65'000 | 35'854 | 35'854 | 43'233 CHF | 43'593 CHF | 99.54% | 99.54% |
04.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 33'000 | 33'000 | 29'240 | 29'240 | 36'398 CHF | 36'690 CHF | 98.94% | 98.94% |
03.07.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 65'000 | 65'000 | 35'269 | 35'269 | 46'407 CHF | 46'760 CHF | 98.22% | 98.22% |
02.07.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 49'616 CHF | 49'974 CHF | 100.00% | 100.00% |