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 | 0.95% | 1.04 CHF | 1.05 CHF | 74'000 | 74'000 | 70'837 | 70'837 | 74'272 CHF | 74'980 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 76'575 CHF | 77'277 CHF | 100.00% | 100.00% |
11.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 72'000 | 72'000 | 70'087 | 70'087 | 76'151 CHF | 76'852 CHF | 100.00% | 100.00% |
10.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 75'635 CHF | 76'343 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 74'000 | 74'000 | 70'618 | 70'618 | 76'419 CHF | 77'125 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 76'375 CHF | 77'076 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 72'000 | 72'000 | 70'120 | 70'120 | 78'208 CHF | 78'909 CHF | 99.81% | 99.81% |
04.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 72'000 | 72'000 | 70'119 | 70'119 | 76'541 CHF | 77'242 CHF | 99.49% | 99.49% |
03.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 72'000 | 72'000 | 71'637 | 71'637 | 76'243 CHF | 76'959 CHF | 99.37% | 99.37% |
02.07.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 74'000 | 74'000 | 73'938 | 73'938 | 71'815 CHF | 72'554 CHF | 100.00% | 100.00% |