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 | 1.08% | 1.55 CHF | 1.56 CHF | 94'000 | 94'000 | 41'199 | 41'199 | 65'721 CHF | 66'341 CHF | 100.00% | 100.00% |
12.07.2024 | 1.06% | 1.69 CHF | 1.70 CHF | 90'000 | 90'000 | 39'487 | 39'487 | 70'145 CHF | 70'749 CHF | 100.00% | 100.00% |
11.07.2024 | 1.19% | 1.60 CHF | 1.61 CHF | 92'000 | 92'000 | 41'764 | 41'764 | 64'738 CHF | 65'374 CHF | 99.98% | 99.98% |
10.07.2024 | 1.29% | 1.38 CHF | 1.39 CHF | 96'000 | 96'000 | 43'062 | 43'062 | 59'545 CHF | 60'198 CHF | 99.89% | 99.89% |
09.07.2024 | 1.27% | 1.37 CHF | 1.38 CHF | 96'000 | 96'000 | 43'011 | 43'011 | 60'454 CHF | 61'106 CHF | 99.72% | 99.72% |
08.07.2024 | 1.19% | 1.40 CHF | 1.41 CHF | 96'000 | 96'000 | 42'549 | 42'549 | 62'898 CHF | 63'542 CHF | 99.32% | 99.32% |
05.07.2024 | 1.25% | 1.41 CHF | 1.42 CHF | 96'000 | 96'000 | 42'860 | 42'860 | 60'740 CHF | 61'388 CHF | 100.00% | 100.00% |
04.07.2024 | 1.42% | 1.40 CHF | 1.42 CHF | 39'000 | 39'000 | 31'058 | 31'058 | 43'581 CHF | 44'202 CHF | 99.57% | 99.57% |
03.07.2024 | 1.19% | 1.37 CHF | 1.38 CHF | 96'000 | 96'000 | 42'284 | 42'284 | 62'442 CHF | 63'082 CHF | 100.00% | 100.00% |
02.07.2024 | 1.29% | 1.34 CHF | 1.35 CHF | 96'000 | 96'000 | 42'773 | 42'773 | 59'120 CHF | 59'769 CHF | 99.99% | 99.99% |