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 | 0.97% | 2.02 CHF | 2.04 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 197'647 CHF | 199'572 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 2.05 CHF | 2.07 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 198'511 CHF | 200'436 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 2.09 CHF | 2.11 CHF | 96'000 | 96'000 | 96'668 | 96'668 | 196'551 CHF | 198'486 CHF | 99.99% | 99.99% |
10.07.2024 | 1.03% | 1.97 CHF | 1.99 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 191'001 CHF | 192'974 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 1.92 CHF | 1.94 CHF | 99'000 | 99'000 | 97'661 | 97'661 | 193'980 CHF | 195'933 CHF | 99.72% | 99.72% |
08.07.2024 | 1.04% | 1.89 CHF | 1.91 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 189'092 CHF | 191'073 CHF | 99.31% | 99.31% |
05.07.2024 | 1.04% | 1.91 CHF | 1.93 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 189'162 CHF | 191'146 CHF | 100.00% | 100.00% |
04.07.2024 | 1.06% | 1.89 CHF | 1.91 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 187'559 CHF | 189'554 CHF | 99.66% | 99.66% |
03.07.2024 | 1.07% | 1.85 CHF | 1.87 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 186'208 CHF | 188'211 CHF | 100.00% | 100.00% |
02.07.2024 | 1.18% | 1.73 CHF | 1.75 CHF | 103'000 | 103'000 | 103'700 | 103'700 | 175'086 CHF | 177'160 CHF | 100.00% | 100.00% |