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 | 3.06% | 0.45 CHF | 0.46 CHF | 99'000 | 99'000 | 96'848 | 96'848 | 32'753 CHF | 33'723 CHF | 68.23% | 99.89% |
12.07.2024 | 2.74% | 0.28 CHF | 0.29 CHF | 98'000 | 98'000 | 97'441 | 97'441 | 36'190 CHF | 37'165 CHF | 100.00% | 100.00% |
11.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 99'000 | 99'000 | 98'045 | 98'045 | 51'039 CHF | 52'020 CHF | 99.68% | 99.68% |
10.07.2024 | 1.16% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 86'345 CHF | 87'336 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 99'045 | 99'045 | 82'085 CHF | 83'076 CHF | 99.98% | 99.98% |
08.07.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 99'071 | 99'071 | 90'175 CHF | 91'167 CHF | 99.90% | 99.90% |
05.07.2024 | 1.14% | 1.01 CHF | 1.02 CHF | 101'000 | 101'000 | 99'227 | 99'227 | 87'670 CHF | 88'663 CHF | 99.97% | 99.97% |
04.07.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'305 | 99'305 | 91'470 CHF | 92'464 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 101'000 | 101'000 | 99'685 | 99'685 | 97'746 CHF | 98'744 CHF | 100.00% | 100.00% |
02.07.2024 | 0.88% | 1.03 CHF | 1.04 CHF | 101'000 | 101'000 | 100'044 | 100'044 | 114'452 CHF | 115'454 CHF | 99.78% | 99.78% |