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 | 0.87% | 1.97 CHF | 1.98 CHF | 94'000 | 94'000 | 41'198 | 41'198 | 82'968 CHF | 83'588 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 2.11 CHF | 2.12 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 86'543 CHF | 87'147 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 2.02 CHF | 2.03 CHF | 92'000 | 92'000 | 41'759 | 41'759 | 82'229 CHF | 82'865 CHF | 99.97% | 99.97% |
10.07.2024 | 0.99% | 1.80 CHF | 1.81 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 77'844 CHF | 78'497 CHF | 99.89% | 99.89% |
09.07.2024 | 0.98% | 1.79 CHF | 1.80 CHF | 96'000 | 96'000 | 43'009 | 43'009 | 78'657 CHF | 79'309 CHF | 99.76% | 99.76% |
08.07.2024 | 0.93% | 1.83 CHF | 1.84 CHF | 96'000 | 96'000 | 42'557 | 42'557 | 80'847 CHF | 81'491 CHF | 99.28% | 99.28% |
05.07.2024 | 0.97% | 1.83 CHF | 1.84 CHF | 96'000 | 96'000 | 42'856 | 42'856 | 78'874 CHF | 79'522 CHF | 99.99% | 99.99% |
04.07.2024 | 1.09% | 1.82 CHF | 1.84 CHF | 39'000 | 39'000 | 31'055 | 31'055 | 56'801 CHF | 57'422 CHF | 99.61% | 99.61% |
03.07.2024 | 0.93% | 1.79 CHF | 1.80 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 80'362 CHF | 81'003 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 1.77 CHF | 1.78 CHF | 96'000 | 96'000 | 42'774 | 42'774 | 77'399 CHF | 78'048 CHF | 99.99% | 99.99% |