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 | 1.34% | 2.29 CHF | 2.30 CHF | 88'000 | 88'000 | 36'333 | 36'333 | 84'140 CHF | 84'938 CHF | 100.00% | 100.00% |
12.07.2024 | 1.46% | 2.19 CHF | 2.20 CHF | 89'000 | 89'000 | 40'272 | 40'272 | 86'335 CHF | 87'278 CHF | 100.00% | 100.00% |
11.07.2024 | 1.44% | 2.09 CHF | 2.10 CHF | 90'000 | 90'000 | 40'252 | 40'252 | 85'917 CHF | 86'854 CHF | 99.98% | 99.98% |
10.07.2024 | 1.45% | 2.16 CHF | 2.17 CHF | 89'000 | 89'000 | 40'310 | 40'310 | 85'807 CHF | 86'751 CHF | 100.00% | 100.00% |
09.07.2024 | 1.59% | 2.03 CHF | 2.04 CHF | 90'000 | 90'000 | 38'730 | 38'730 | 77'989 CHF | 78'901 CHF | 99.77% | 99.77% |
08.07.2024 | 1.59% | 1.97 CHF | 1.98 CHF | 91'000 | 91'000 | 41'071 | 41'071 | 80'577 CHF | 81'532 CHF | 99.18% | 99.18% |
05.07.2024 | 1.72% | 1.89 CHF | 1.90 CHF | 92'000 | 92'000 | 41'925 | 41'925 | 76'303 CHF | 77'288 CHF | 99.89% | 99.89% |
04.07.2024 | 1.96% | 1.81 CHF | 1.84 CHF | 37'000 | 37'000 | 30'547 | 30'547 | 54'574 CHF | 55'617 CHF | 99.57% | 99.57% |
03.07.2024 | 1.63% | 1.74 CHF | 1.75 CHF | 94'000 | 94'000 | 41'189 | 41'189 | 77'526 CHF | 78'484 CHF | 100.00% | 100.00% |
02.07.2024 | 1.65% | 1.82 CHF | 1.83 CHF | 92'000 | 92'000 | 41'092 | 41'092 | 74'420 CHF | 75'373 CHF | 99.93% | 99.93% |