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 | 0.97% | 0.98 CHF | 0.99 CHF | 28'000 | 28'000 | 27'209 | 27'209 | 28'084 CHF | 28'356 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 27'000 | 27'000 | 26'747 | 26'747 | 28'495 CHF | 28'763 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 27'000 | 27'000 | 27'039 | 27'039 | 27'886 CHF | 28'156 CHF | 99.03% | 99.03% |
10.07.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 28'000 | 28'000 | 27'744 | 27'744 | 25'784 CHF | 26'062 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 28'000 | 28'000 | 27'735 | 27'735 | 25'783 CHF | 26'060 CHF | 99.58% | 99.58% |
08.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 28'000 | 28'000 | 27'738 | 27'738 | 25'599 CHF | 25'877 CHF | 100.00% | 100.00% |
05.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 28'000 | 28'000 | 27'956 | 27'956 | 25'449 CHF | 25'729 CHF | 99.63% | 99.63% |
04.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 29'000 | 29'000 | 28'729 | 28'729 | 25'389 CHF | 25'677 CHF | 100.00% | 100.00% |
03.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 29'000 | 29'000 | 28'802 | 28'802 | 23'509 CHF | 23'797 CHF | 100.00% | 100.00% |
02.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 29'000 | 29'000 | 28'784 | 28'784 | 22'804 CHF | 23'092 CHF | 94.92% | 100.00% |