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 | 1.43% | 1.31 CHF | 1.32 CHF | 69'000 | 69'000 | 28'175 | 28'175 | 35'516 CHF | 35'927 CHF | 98.48% | 98.48% |
12.07.2024 | 1.24% | 1.25 CHF | 1.26 CHF | 70'000 | 70'000 | 31'599 | 31'599 | 39'266 CHF | 39'679 CHF | 100.00% | 100.00% |
11.07.2024 | 1.25% | 1.25 CHF | 1.26 CHF | 70'000 | 70'000 | 31'563 | 31'563 | 38'876 CHF | 39'288 CHF | 100.00% | 100.00% |
10.07.2024 | 1.31% | 1.19 CHF | 1.20 CHF | 70'000 | 70'000 | 31'852 | 31'852 | 37'466 CHF | 37'881 CHF | 100.00% | 100.00% |
09.07.2024 | 1.38% | 1.12 CHF | 1.13 CHF | 72'000 | 72'000 | 32'260 | 32'260 | 35'654 CHF | 36'072 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 1.17 CHF | 1.18 CHF | 71'000 | 71'000 | 32'059 | 32'059 | 36'406 CHF | 36'822 CHF | 100.00% | 100.00% |
05.07.2024 | 1.35% | 1.08 CHF | 1.09 CHF | 72'000 | 72'000 | 32'244 | 32'244 | 36'037 CHF | 36'456 CHF | 99.89% | 99.89% |
04.07.2024 | 1.32% | 1.16 CHF | 1.17 CHF | 29'000 | 29'000 | 23'136 | 23'136 | 26'721 CHF | 27'048 CHF | 100.00% | 100.00% |
03.07.2024 | 1.36% | 1.14 CHF | 1.15 CHF | 71'000 | 71'000 | 32'037 | 32'037 | 36'308 CHF | 36'724 CHF | 100.00% | 100.00% |
02.07.2024 | 1.42% | 1.08 CHF | 1.09 CHF | 72'000 | 72'000 | 32'274 | 32'274 | 35'072 CHF | 35'491 CHF | 100.00% | 100.00% |