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 | 0.77% | 1.25 CHF | 1.26 CHF | 28'000 | 28'000 | 27'187 | 27'187 | 35'518 CHF | 35'790 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 27'000 | 27'000 | 26'747 | 26'747 | 35'815 CHF | 36'082 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 27'000 | 27'000 | 27'066 | 27'066 | 35'338 CHF | 35'609 CHF | 98.75% | 98.75% |
10.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 28'000 | 28'000 | 27'744 | 27'744 | 33'377 CHF | 33'655 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 28'000 | 28'000 | 27'734 | 27'734 | 33'392 CHF | 33'670 CHF | 99.58% | 99.58% |
08.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 28'000 | 28'000 | 27'738 | 27'738 | 33'196 CHF | 33'474 CHF | 100.00% | 100.00% |
05.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 28'000 | 28'000 | 27'940 | 27'940 | 33'073 CHF | 33'353 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 29'000 | 29'000 | 28'691 | 28'691 | 33'215 CHF | 33'502 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 29'000 | 29'000 | 28'779 | 28'779 | 31'380 CHF | 31'669 CHF | 100.00% | 100.00% |
02.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 29'000 | 29'000 | 28'806 | 28'806 | 30'704 CHF | 30'992 CHF | 100.00% | 100.00% |