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 | 2.46% | 1.19 CHF | 1.22 CHF | 36'200 | 36'200 | 36'200 | 36'200 | 43'528 CHF | 44'614 CHF | 100.00% | 100.00% |
12.07.2024 | 2.21% | 1.26 CHF | 1.29 CHF | 33'700 | 33'700 | 34'266 | 34'266 | 46'129 CHF | 47'157 CHF | 100.00% | 100.00% |
11.07.2024 | 1.61% | 1.31 CHF | 1.33 CHF | 38'400 | 38'400 | 37'849 | 37'849 | 46'702 CHF | 47'459 CHF | 99.98% | 99.98% |
10.07.2024 | 2.25% | 1.23 CHF | 1.26 CHF | 36'600 | 36'600 | 37'022 | 37'022 | 49'007 CHF | 50'117 CHF | 100.00% | 100.00% |
09.07.2024 | 1.69% | 1.24 CHF | 1.26 CHF | 39'400 | 39'400 | 39'179 | 39'179 | 46'065 CHF | 46'849 CHF | 99.74% | 99.74% |
08.07.2024 | 2.38% | 1.17 CHF | 1.20 CHF | 36'300 | 36'300 | 36'420 | 36'420 | 45'460 CHF | 46'552 CHF | 99.27% | 99.27% |
05.07.2024 | 2.41% | 1.28 CHF | 1.31 CHF | 31'600 | 31'600 | 31'642 | 31'642 | 38'944 CHF | 39'893 CHF | 100.00% | 100.00% |
04.07.2024 | 2.25% | 1.39 CHF | 1.42 CHF | 34'400 | 34'400 | 33'999 | 33'999 | 44'935 CHF | 45'955 CHF | 99.55% | 99.55% |
03.07.2024 | 2.26% | 1.34 CHF | 1.37 CHF | 33'700 | 33'700 | 33'424 | 33'424 | 43'879 CHF | 44'882 CHF | 100.00% | 100.00% |
02.07.2024 | 2.05% | 1.35 CHF | 1.38 CHF | 30'900 | 30'900 | 30'980 | 30'980 | 44'900 CHF | 45'830 CHF | 99.98% | 99.98% |