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 | 0.73% | 1.41 CHF | 1.42 CHF | 80'000 | 80'000 | 35'786 | 35'786 | 50'055 CHF | 50'414 CHF | 99.99% | 99.99% |
12.07.2024 | 0.76% | 1.40 CHF | 1.41 CHF | 80'000 | 80'000 | 35'074 | 35'074 | 47'454 CHF | 47'809 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 80'000 | 80'000 | 35'617 | 35'617 | 53'271 CHF | 53'628 CHF | 100.00% | 100.00% |
10.07.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 82'000 | 82'000 | 36'813 | 36'813 | 57'717 CHF | 58'087 CHF | 99.90% | 99.90% |
09.07.2024 | 0.78% | 1.60 CHF | 1.61 CHF | 84'000 | 84'000 | 35'674 | 35'674 | 56'888 CHF | 57'261 CHF | 99.70% | 99.70% |
08.07.2024 | 0.69% | 1.61 CHF | 1.62 CHF | 84'000 | 84'000 | 36'477 | 36'477 | 57'641 CHF | 58'018 CHF | 99.27% | 99.27% |
05.07.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 84'000 | 84'000 | 37'463 | 37'463 | 59'567 CHF | 59'943 CHF | 99.90% | 99.90% |
04.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 33'000 | 33'000 | 26'666 | 26'666 | 42'102 CHF | 42'368 CHF | 99.61% | 99.61% |
03.07.2024 | 0.71% | 1.62 CHF | 1.63 CHF | 84'000 | 84'000 | 34'868 | 34'868 | 56'317 CHF | 56'692 CHF | 100.00% | 100.00% |
02.07.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 84'000 | 84'000 | 37'448 | 37'448 | 62'567 CHF | 62'945 CHF | 100.00% | 100.00% |