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 | 0.69% | 1.44 CHF | 1.45 CHF | 88'000 | 88'000 | 88'613 | 88'613 | 128'682 CHF | 129'568 CHF | 100.00% | 100.00% |
12.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 79'000 | 79'000 | 79'913 | 79'913 | 86'901 CHF | 87'700 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 80'000 | 80'000 | 80'570 | 80'570 | 90'105 CHF | 90'912 CHF | 99.82% | 99.82% |
10.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 81'000 | 81'000 | 81'489 | 81'489 | 95'098 CHF | 95'913 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 82'000 | 82'000 | 80'713 | 80'713 | 91'613 CHF | 92'422 CHF | 99.76% | 99.76% |
08.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 81'000 | 81'000 | 80'314 | 80'314 | 89'300 CHF | 90'103 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 81'000 | 81'000 | 79'284 | 79'284 | 84'098 CHF | 84'891 CHF | 99.81% | 99.81% |
04.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 80'000 | 80'000 | 80'002 | 80'002 | 87'893 CHF | 88'693 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 80'000 | 80'000 | 80'609 | 80'609 | 90'772 CHF | 91'578 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 81'000 | 81'000 | 81'720 | 81'720 | 96'131 CHF | 96'948 CHF | 99.99% | 99.99% |