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 | 1.15% | 1.46 CHF | 1.47 CHF | 94'000 | 94'000 | 41'193 | 41'193 | 61'901 CHF | 62'521 CHF | 99.99% | 99.99% |
12.07.2024 | 1.12% | 1.60 CHF | 1.61 CHF | 90'000 | 90'000 | 39'488 | 39'488 | 66'492 CHF | 67'096 CHF | 100.00% | 100.00% |
11.07.2024 | 1.27% | 1.51 CHF | 1.52 CHF | 92'000 | 92'000 | 41'764 | 41'764 | 60'863 CHF | 61'498 CHF | 99.98% | 99.98% |
10.07.2024 | 1.38% | 1.28 CHF | 1.29 CHF | 96'000 | 96'000 | 43'062 | 43'062 | 55'547 CHF | 56'200 CHF | 99.89% | 99.89% |
09.07.2024 | 1.36% | 1.28 CHF | 1.29 CHF | 96'000 | 96'000 | 43'013 | 43'013 | 56'490 CHF | 57'143 CHF | 99.74% | 99.74% |
08.07.2024 | 1.27% | 1.31 CHF | 1.32 CHF | 96'000 | 96'000 | 42'548 | 42'548 | 58'975 CHF | 59'619 CHF | 99.32% | 99.32% |
05.07.2024 | 1.34% | 1.31 CHF | 1.32 CHF | 96'000 | 96'000 | 42'860 | 42'860 | 56'756 CHF | 57'404 CHF | 100.00% | 100.00% |
04.07.2024 | 1.51% | 1.31 CHF | 1.33 CHF | 39'000 | 39'000 | 31'054 | 31'054 | 40'708 CHF | 41'329 CHF | 99.63% | 99.63% |
03.07.2024 | 1.27% | 1.27 CHF | 1.28 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 58'465 CHF | 59'106 CHF | 100.00% | 100.00% |
02.07.2024 | 1.38% | 1.25 CHF | 1.26 CHF | 96'000 | 96'000 | 42'778 | 42'778 | 55'143 CHF | 55'792 CHF | 100.00% | 100.00% |