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 | 1.09% | 1.62 CHF | 1.63 CHF | 16'300 | 16'300 | 8'989 | 8'989 | 14'611 CHF | 14'756 CHF | 100.00% | 100.00% |
12.07.2024 | 1.34% | 1.52 CHF | 1.53 CHF | 18'600 | 18'600 | 10'343 | 10'343 | 14'226 CHF | 14'393 CHF | 99.94% | 99.94% |
11.07.2024 | 1.17% | 1.37 CHF | 1.38 CHF | 21'100 | 21'100 | 11'590 | 11'590 | 15'587 CHF | 15'750 CHF | 99.42% | 99.42% |
10.07.2024 | 1.29% | 1.28 CHF | 1.29 CHF | 25'900 | 25'900 | 14'036 | 14'036 | 17'191 CHF | 17'387 CHF | 99.19% | 99.19% |
09.07.2024 | 1.40% | 1.07 CHF | 1.08 CHF | 26'500 | 26'500 | 14'639 | 14'639 | 16'004 CHF | 16'207 CHF | 99.66% | 99.66% |
08.07.2024 | 1.45% | 1.03 CHF | 1.04 CHF | 25'800 | 25'800 | 14'188 | 14'188 | 15'114 CHF | 15'311 CHF | 100.00% | 100.00% |
05.07.2024 | 1.31% | 1.26 CHF | 1.27 CHF | 27'100 | 27'100 | 15'034 | 15'034 | 17'815 CHF | 18'022 CHF | 97.26% | 97.26% |
04.07.2024 | 1.42% | 1.11 CHF | 1.12 CHF | 13'600 | 13'600 | 12'149 | 12'149 | 13'124 CHF | 13'304 CHF | 98.94% | 98.94% |
03.07.2024 | 1.13% | 1.06 CHF | 1.07 CHF | 34'600 | 34'600 | 18'750 | 18'750 | 17'370 CHF | 17'558 CHF | 98.22% | 98.22% |
02.07.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 35'400 | 35'400 | 19'433 | 19'433 | 15'227 CHF | 15'421 CHF | 100.00% | 100.00% |