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 | 0.94% | 1.05 CHF | 1.06 CHF | 88'000 | 88'000 | 88'613 | 88'613 | 93'903 CHF | 94'789 CHF | 100.00% | 100.00% |
12.07.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 79'000 | 79'000 | 79'913 | 79'913 | 55'521 CHF | 56'320 CHF | 100.00% | 100.00% |
11.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 80'000 | 80'000 | 80'567 | 80'567 | 58'546 CHF | 59'352 CHF | 99.83% | 99.83% |
10.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 81'000 | 81'000 | 81'488 | 81'488 | 63'127 CHF | 63'942 CHF | 100.00% | 100.00% |
09.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 82'000 | 82'000 | 80'713 | 80'713 | 59'898 CHF | 60'706 CHF | 99.78% | 99.78% |
08.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 81'000 | 81'000 | 80'315 | 80'315 | 57'821 CHF | 58'624 CHF | 100.00% | 100.00% |
05.07.2024 | 1.49% | 0.73 CHF | 0.74 CHF | 81'000 | 81'000 | 79'284 | 79'284 | 52'991 CHF | 53'784 CHF | 99.81% | 99.81% |
04.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 80'000 | 80'000 | 80'003 | 80'003 | 56'369 CHF | 57'169 CHF | 100.00% | 100.00% |
03.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 80'000 | 80'000 | 80'609 | 80'609 | 59'093 CHF | 59'899 CHF | 100.00% | 100.00% |
02.07.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 81'000 | 81'000 | 81'720 | 81'720 | 63'989 CHF | 64'807 CHF | 100.00% | 100.00% |