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% | 1.95 CHF | 1.96 CHF | 94'000 | 94'000 | 41'198 | 41'198 | 82'293 CHF | 82'913 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 2.09 CHF | 2.10 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 86'073 CHF | 86'677 CHF | 100.00% | 100.00% |
11.07.2024 | 0.94% | 2.01 CHF | 2.02 CHF | 92'000 | 92'000 | 41'773 | 41'773 | 81'558 CHF | 82'194 CHF | 99.99% | 99.99% |
10.07.2024 | 1.00% | 1.78 CHF | 1.79 CHF | 96'000 | 96'000 | 43'062 | 43'062 | 76'943 CHF | 77'596 CHF | 99.89% | 99.89% |
09.07.2024 | 0.99% | 1.77 CHF | 1.78 CHF | 96'000 | 96'000 | 43'015 | 43'015 | 77'792 CHF | 78'444 CHF | 99.73% | 99.73% |
08.07.2024 | 0.94% | 1.81 CHF | 1.82 CHF | 96'000 | 96'000 | 42'549 | 42'549 | 80'025 CHF | 80'668 CHF | 99.32% | 99.32% |
05.07.2024 | 0.98% | 1.81 CHF | 1.82 CHF | 96'000 | 96'000 | 42'859 | 42'859 | 78'012 CHF | 78'660 CHF | 100.00% | 100.00% |
04.07.2024 | 1.10% | 1.80 CHF | 1.82 CHF | 39'000 | 39'000 | 31'052 | 31'052 | 56'141 CHF | 56'762 CHF | 99.66% | 99.66% |
03.07.2024 | 0.94% | 1.77 CHF | 1.78 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 79'538 CHF | 80'179 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 1.75 CHF | 1.76 CHF | 96'000 | 96'000 | 42'770 | 42'770 | 76'471 CHF | 77'120 CHF | 99.98% | 99.98% |