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 | 1.67% | 1.13 CHF | 1.14 CHF | 69'000 | 69'000 | 28'127 | 28'127 | 30'448 CHF | 30'859 CHF | 98.32% | 98.32% |
12.07.2024 | 1.44% | 1.07 CHF | 1.08 CHF | 70'000 | 70'000 | 31'598 | 31'598 | 33'638 CHF | 34'051 CHF | 100.00% | 100.00% |
11.07.2024 | 1.47% | 1.07 CHF | 1.08 CHF | 70'000 | 70'000 | 31'558 | 31'558 | 33'228 CHF | 33'640 CHF | 99.99% | 99.99% |
10.07.2024 | 1.54% | 1.01 CHF | 1.02 CHF | 70'000 | 70'000 | 31'837 | 31'837 | 31'756 CHF | 32'170 CHF | 100.00% | 100.00% |
09.07.2024 | 1.65% | 0.94 CHF | 0.95 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 29'862 CHF | 30'281 CHF | 100.00% | 100.00% |
08.07.2024 | 1.65% | 0.99 CHF | 1.00 CHF | 71'000 | 71'000 | 32'060 | 32'060 | 30'671 CHF | 31'088 CHF | 100.00% | 100.00% |
05.07.2024 | 1.61% | 0.90 CHF | 0.91 CHF | 72'000 | 72'000 | 32'135 | 32'135 | 30'141 CHF | 30'559 CHF | 99.62% | 99.62% |
04.07.2024 | 1.56% | 0.98 CHF | 0.99 CHF | 29'000 | 29'000 | 23'157 | 23'157 | 22'581 CHF | 22'908 CHF | 99.60% | 99.60% |
03.07.2024 | 1.62% | 0.96 CHF | 0.97 CHF | 71'000 | 71'000 | 32'036 | 32'036 | 30'542 CHF | 30'958 CHF | 100.00% | 100.00% |
02.07.2024 | 1.70% | 0.90 CHF | 0.91 CHF | 72'000 | 72'000 | 32'274 | 32'274 | 29'250 CHF | 29'669 CHF | 100.00% | 100.00% |