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 | 1.83% | 1.03 CHF | 1.04 CHF | 69'000 | 69'000 | 28'159 | 28'159 | 27'815 CHF | 28'226 CHF | 98.20% | 98.20% |
12.07.2024 | 1.58% | 0.98 CHF | 0.99 CHF | 70'000 | 70'000 | 31'600 | 31'600 | 30'665 CHF | 31'077 CHF | 99.99% | 99.99% |
11.07.2024 | 1.61% | 0.98 CHF | 0.99 CHF | 70'000 | 70'000 | 31'563 | 31'563 | 30'240 CHF | 30'652 CHF | 100.00% | 100.00% |
10.07.2024 | 1.71% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 31'852 | 31'852 | 28'732 CHF | 29'147 CHF | 100.00% | 100.00% |
09.07.2024 | 1.83% | 0.85 CHF | 0.86 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 26'808 CHF | 27'227 CHF | 100.00% | 100.00% |
08.07.2024 | 1.84% | 0.89 CHF | 0.90 CHF | 71'000 | 71'000 | 32'060 | 32'060 | 27'594 CHF | 28'011 CHF | 100.00% | 100.00% |
05.07.2024 | 1.78% | 0.80 CHF | 0.81 CHF | 72'000 | 72'000 | 32'136 | 32'136 | 27'113 CHF | 27'531 CHF | 99.62% | 99.62% |
04.07.2024 | 1.73% | 0.89 CHF | 0.90 CHF | 29'000 | 29'000 | 23'157 | 23'157 | 20'417 CHF | 20'744 CHF | 99.60% | 99.60% |
03.07.2024 | 1.80% | 0.87 CHF | 0.88 CHF | 71'000 | 71'000 | 32'036 | 32'036 | 27'480 CHF | 27'897 CHF | 100.00% | 100.00% |
02.07.2024 | 1.90% | 0.81 CHF | 0.82 CHF | 72'000 | 72'000 | 32'274 | 32'274 | 26'167 CHF | 26'586 CHF | 100.00% | 100.00% |