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 | 1.11% | 1.67 CHF | 1.68 CHF | 69'000 | 69'000 | 28'172 | 28'172 | 45'658 CHF | 46'069 CHF | 98.47% | 98.47% |
12.07.2024 | 0.96% | 1.61 CHF | 1.62 CHF | 70'000 | 70'000 | 31'598 | 31'598 | 50'646 CHF | 51'058 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 1.61 CHF | 1.62 CHF | 70'000 | 70'000 | 31'563 | 31'563 | 50'238 CHF | 50'650 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 1.55 CHF | 1.56 CHF | 70'000 | 70'000 | 31'852 | 31'852 | 48'999 CHF | 49'414 CHF | 100.00% | 100.00% |
09.07.2024 | 1.05% | 1.48 CHF | 1.49 CHF | 72'000 | 72'000 | 32'260 | 32'260 | 47'294 CHF | 47'713 CHF | 100.00% | 100.00% |
08.07.2024 | 1.05% | 1.53 CHF | 1.54 CHF | 71'000 | 71'000 | 32'069 | 32'069 | 47'970 CHF | 48'387 CHF | 99.72% | 99.72% |
05.07.2024 | 1.03% | 1.44 CHF | 1.45 CHF | 72'000 | 72'000 | 32'244 | 32'244 | 47'661 CHF | 48'080 CHF | 99.89% | 99.89% |
04.07.2024 | 1.01% | 1.52 CHF | 1.53 CHF | 29'000 | 29'000 | 23'136 | 23'136 | 35'085 CHF | 35'412 CHF | 100.00% | 100.00% |
03.07.2024 | 1.04% | 1.50 CHF | 1.51 CHF | 71'000 | 71'000 | 32'036 | 32'036 | 47'891 CHF | 48'307 CHF | 100.00% | 100.00% |
02.07.2024 | 1.07% | 1.45 CHF | 1.46 CHF | 72'000 | 72'000 | 32'270 | 32'270 | 46'743 CHF | 47'162 CHF | 99.99% | 99.99% |