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 | 1.18% | 1.57 CHF | 1.58 CHF | 69'000 | 69'000 | 28'175 | 28'175 | 43'059 CHF | 43'470 CHF | 98.48% | 98.48% |
12.07.2024 | 1.02% | 1.52 CHF | 1.53 CHF | 70'000 | 70'000 | 31'600 | 31'600 | 47'742 CHF | 48'154 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 1.52 CHF | 1.53 CHF | 70'000 | 70'000 | 31'564 | 31'564 | 47'329 CHF | 47'741 CHF | 100.00% | 100.00% |
10.07.2024 | 1.07% | 1.46 CHF | 1.47 CHF | 70'000 | 70'000 | 31'837 | 31'837 | 45'985 CHF | 46'400 CHF | 100.00% | 100.00% |
09.07.2024 | 1.12% | 1.39 CHF | 1.40 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 44'326 CHF | 44'745 CHF | 100.00% | 100.00% |
08.07.2024 | 1.12% | 1.43 CHF | 1.44 CHF | 71'000 | 71'000 | 32'060 | 32'060 | 44'959 CHF | 45'376 CHF | 100.00% | 100.00% |
05.07.2024 | 1.10% | 1.35 CHF | 1.36 CHF | 72'000 | 72'000 | 32'245 | 32'245 | 44'706 CHF | 45'125 CHF | 99.90% | 99.90% |
04.07.2024 | 1.07% | 1.43 CHF | 1.44 CHF | 29'000 | 29'000 | 23'136 | 23'136 | 32'963 CHF | 33'290 CHF | 100.00% | 100.00% |
03.07.2024 | 1.10% | 1.41 CHF | 1.42 CHF | 71'000 | 71'000 | 32'037 | 32'037 | 44'946 CHF | 45'362 CHF | 100.00% | 100.00% |
02.07.2024 | 1.14% | 1.35 CHF | 1.36 CHF | 72'000 | 72'000 | 32'274 | 32'274 | 43'787 CHF | 44'206 CHF | 100.00% | 100.00% |