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 | 0.81% | 1.18 CHF | 1.19 CHF | 28'000 | 28'000 | 27'128 | 27'128 | 33'573 CHF | 33'845 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 27'000 | 27'000 | 26'747 | 26'747 | 33'989 CHF | 34'257 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 27'000 | 27'000 | 27'013 | 27'013 | 33'431 CHF | 33'701 CHF | 98.74% | 98.74% |
10.07.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 28'000 | 28'000 | 27'749 | 27'749 | 31'491 CHF | 31'769 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 28'000 | 28'000 | 27'735 | 27'735 | 31'484 CHF | 31'762 CHF | 99.58% | 99.58% |
08.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 28'000 | 28'000 | 27'738 | 27'738 | 31'288 CHF | 31'566 CHF | 100.00% | 100.00% |
05.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 28'000 | 28'000 | 27'975 | 27'975 | 31'197 CHF | 31'477 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 29'000 | 29'000 | 28'692 | 28'692 | 31'246 CHF | 31'533 CHF | 100.00% | 100.00% |
03.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 29'000 | 29'000 | 28'814 | 28'814 | 29'441 CHF | 29'729 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 29'000 | 29'000 | 28'780 | 28'780 | 28'711 CHF | 28'999 CHF | 100.00% | 100.00% |