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 | 0.91% | 1.86 CHF | 1.87 CHF | 94'000 | 94'000 | 41'194 | 41'194 | 78'433 CHF | 79'053 CHF | 99.99% | 99.99% |
12.07.2024 | 0.90% | 2.00 CHF | 2.01 CHF | 90'000 | 90'000 | 39'489 | 39'489 | 82'319 CHF | 82'923 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 1.91 CHF | 1.92 CHF | 92'000 | 92'000 | 41'765 | 41'765 | 77'650 CHF | 78'286 CHF | 99.98% | 99.98% |
10.07.2024 | 1.05% | 1.69 CHF | 1.70 CHF | 96'000 | 96'000 | 43'062 | 43'062 | 72'896 CHF | 73'549 CHF | 99.89% | 99.89% |
09.07.2024 | 1.04% | 1.68 CHF | 1.69 CHF | 96'000 | 96'000 | 43'009 | 43'009 | 73'773 CHF | 74'426 CHF | 99.73% | 99.73% |
08.07.2024 | 0.99% | 1.71 CHF | 1.72 CHF | 96'000 | 96'000 | 42'549 | 42'549 | 76'059 CHF | 76'703 CHF | 99.32% | 99.32% |
05.07.2024 | 1.03% | 1.72 CHF | 1.73 CHF | 96'000 | 96'000 | 42'860 | 42'860 | 73'997 CHF | 74'646 CHF | 100.00% | 100.00% |
04.07.2024 | 1.16% | 1.71 CHF | 1.73 CHF | 39'000 | 39'000 | 31'057 | 31'057 | 53'209 CHF | 53'830 CHF | 99.59% | 99.59% |
03.07.2024 | 0.99% | 1.68 CHF | 1.69 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 75'590 CHF | 76'230 CHF | 100.00% | 100.00% |
02.07.2024 | 1.06% | 1.65 CHF | 1.66 CHF | 96'000 | 96'000 | 42'779 | 42'779 | 72'468 CHF | 73'117 CHF | 100.00% | 100.00% |