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 | 1.25% | 1.49 CHF | 1.50 CHF | 69'000 | 69'000 | 28'171 | 28'171 | 40'615 CHF | 41'026 CHF | 98.47% | 98.47% |
12.07.2024 | 1.08% | 1.43 CHF | 1.44 CHF | 70'000 | 70'000 | 31'598 | 31'598 | 44'987 CHF | 45'399 CHF | 100.00% | 100.00% |
11.07.2024 | 1.09% | 1.43 CHF | 1.44 CHF | 70'000 | 70'000 | 31'564 | 31'564 | 44'579 CHF | 44'990 CHF | 100.00% | 100.00% |
10.07.2024 | 1.14% | 1.37 CHF | 1.38 CHF | 70'000 | 70'000 | 31'837 | 31'837 | 43'253 CHF | 43'668 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 1.30 CHF | 1.31 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 41'491 CHF | 41'910 CHF | 100.00% | 100.00% |
08.07.2024 | 1.20% | 1.35 CHF | 1.36 CHF | 71'000 | 71'000 | 32'069 | 32'069 | 42'218 CHF | 42'636 CHF | 99.72% | 99.72% |
05.07.2024 | 1.17% | 1.26 CHF | 1.27 CHF | 72'000 | 72'000 | 32'244 | 32'244 | 41'866 CHF | 42'284 CHF | 99.89% | 99.89% |
04.07.2024 | 1.14% | 1.34 CHF | 1.35 CHF | 29'000 | 29'000 | 23'136 | 23'136 | 30'917 CHF | 31'244 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 1.32 CHF | 1.33 CHF | 71'000 | 71'000 | 32'037 | 32'037 | 42'118 CHF | 42'535 CHF | 100.00% | 100.00% |
02.07.2024 | 1.22% | 1.27 CHF | 1.28 CHF | 72'000 | 72'000 | 32'267 | 32'267 | 40'916 CHF | 41'335 CHF | 99.98% | 99.98% |