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 | 1.46% | 1.52 CHF | 1.54 CHF | 56'200 | 56'200 | 52'675 | 52'675 | 71'591 CHF | 72'644 CHF | 100.00% | 100.00% |
12.07.2024 | 1.57% | 1.31 CHF | 1.33 CHF | 53'800 | 53'800 | 53'800 | 53'800 | 68'029 CHF | 69'105 CHF | 100.00% | 100.00% |
11.07.2024 | 1.42% | 1.38 CHF | 1.40 CHF | 37'900 | 37'900 | 37'900 | 37'900 | 53'031 CHF | 53'789 CHF | 99.99% | 99.99% |
10.07.2024 | 1.09% | 1.77 CHF | 1.79 CHF | 39'600 | 39'600 | 39'600 | 39'600 | 72'456 CHF | 73'248 CHF | 99.99% | 99.99% |
09.07.2024 | 1.09% | 1.77 CHF | 1.79 CHF | 39'500 | 39'500 | 39'457 | 39'457 | 72'236 CHF | 73'026 CHF | 99.74% | 99.74% |
08.07.2024 | 1.60% | 1.84 CHF | 1.87 CHF | 36'300 | 36'300 | 36'300 | 36'300 | 67'419 CHF | 68'508 CHF | 99.31% | 99.31% |
05.07.2024 | 1.55% | 1.89 CHF | 1.92 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 69'066 CHF | 70'146 CHF | 100.00% | 100.00% |
04.07.2024 | 1.44% | 2.00 CHF | 2.03 CHF | 29'000 | 29'000 | 29'000 | 29'000 | 59'902 CHF | 60'772 CHF | 99.65% | 99.65% |
03.07.2024 | 1.21% | 2.48 CHF | 2.51 CHF | 26'300 | 26'300 | 26'300 | 26'300 | 65'081 CHF | 65'870 CHF | 100.00% | 100.00% |
02.07.2024 | 1.13% | 2.59 CHF | 2.62 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 68'465 CHF | 69'245 CHF | 99.99% | 99.99% |