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 | 0.90% | 1.88 CHF | 1.89 CHF | 94'000 | 94'000 | 41'199 | 41'199 | 79'316 CHF | 79'935 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 2.02 CHF | 2.03 CHF | 90'000 | 90'000 | 39'488 | 39'488 | 83'022 CHF | 83'626 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 1.93 CHF | 1.94 CHF | 92'000 | 92'000 | 41'767 | 41'767 | 78'535 CHF | 79'171 CHF | 99.98% | 99.98% |
10.07.2024 | 1.04% | 1.71 CHF | 1.72 CHF | 96'000 | 96'000 | 43'063 | 43'063 | 74'026 CHF | 74'679 CHF | 99.89% | 99.89% |
09.07.2024 | 1.03% | 1.70 CHF | 1.71 CHF | 96'000 | 96'000 | 43'007 | 43'007 | 74'831 CHF | 75'483 CHF | 99.77% | 99.77% |
08.07.2024 | 0.98% | 1.74 CHF | 1.75 CHF | 96'000 | 96'000 | 42'549 | 42'549 | 77'054 CHF | 77'698 CHF | 99.28% | 99.28% |
05.07.2024 | 1.01% | 1.74 CHF | 1.75 CHF | 96'000 | 96'000 | 42'854 | 42'854 | 75'052 CHF | 75'701 CHF | 99.99% | 99.99% |
04.07.2024 | 1.14% | 1.73 CHF | 1.75 CHF | 39'000 | 39'000 | 31'058 | 31'058 | 54'035 CHF | 54'656 CHF | 99.57% | 99.57% |
03.07.2024 | 0.98% | 1.70 CHF | 1.71 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 76'580 CHF | 77'221 CHF | 100.00% | 100.00% |
02.07.2024 | 1.04% | 1.68 CHF | 1.69 CHF | 96'000 | 96'000 | 42'774 | 42'774 | 73'580 CHF | 74'229 CHF | 99.99% | 99.99% |