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 | 2.03% | 1.06 CHF | 1.08 CHF | 43'800 | 43'800 | 43'335 | 43'335 | 42'443 CHF | 43'310 CHF | 100.00% | 100.00% |
12.07.2024 | 2.01% | 0.92 CHF | 0.94 CHF | 38'400 | 38'400 | 38'614 | 38'614 | 38'121 CHF | 38'893 CHF | 100.00% | 100.00% |
11.07.2024 | 1.88% | 1.02 CHF | 1.04 CHF | 34'400 | 34'400 | 34'513 | 34'513 | 36'313 CHF | 37'003 CHF | 99.99% | 99.99% |
10.07.2024 | 1.64% | 1.14 CHF | 1.16 CHF | 33'300 | 33'300 | 33'424 | 33'424 | 40'464 CHF | 41'132 CHF | 100.00% | 100.00% |
09.07.2024 | 1.73% | 1.22 CHF | 1.24 CHF | 34'700 | 34'700 | 34'292 | 34'292 | 39'324 CHF | 40'010 CHF | 100.00% | 100.00% |
08.07.2024 | 1.73% | 1.16 CHF | 1.18 CHF | 35'200 | 35'200 | 35'101 | 35'101 | 40'268 CHF | 40'971 CHF | 99.99% | 99.99% |
05.07.2024 | 1.82% | 1.16 CHF | 1.18 CHF | 36'800 | 36'800 | 36'488 | 36'488 | 39'849 CHF | 40'578 CHF | 100.00% | 100.00% |
04.07.2024 | 1.70% | 1.08 CHF | 1.10 CHF | 30'600 | 30'600 | 30'754 | 30'754 | 35'954 CHF | 36'570 CHF | 100.00% | 100.00% |
03.07.2024 | 1.61% | 1.27 CHF | 1.29 CHF | 30'500 | 30'500 | 30'383 | 30'383 | 37'392 CHF | 37'999 CHF | 99.99% | 99.99% |
02.07.2024 | 1.40% | 1.35 CHF | 1.37 CHF | 30'600 | 30'600 | 30'783 | 30'783 | 43'602 CHF | 44'218 CHF | 100.00% | 100.00% |