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 | 2.05% | 0.93 CHF | 0.94 CHF | 69'000 | 69'000 | 28'164 | 28'164 | 24'812 CHF | 25'223 CHF | 98.24% | 98.24% |
12.07.2024 | 1.78% | 0.87 CHF | 0.88 CHF | 70'000 | 70'000 | 31'599 | 31'599 | 27'276 CHF | 27'688 CHF | 99.99% | 99.99% |
11.07.2024 | 1.81% | 0.87 CHF | 0.88 CHF | 70'000 | 70'000 | 31'561 | 31'561 | 26'884 CHF | 27'296 CHF | 100.00% | 100.00% |
10.07.2024 | 1.94% | 0.81 CHF | 0.82 CHF | 70'000 | 70'000 | 31'852 | 31'852 | 25'294 CHF | 25'709 CHF | 100.00% | 100.00% |
09.07.2024 | 2.09% | 0.74 CHF | 0.75 CHF | 72'000 | 72'000 | 32'260 | 32'260 | 23'373 CHF | 23'792 CHF | 100.00% | 100.00% |
08.07.2024 | 2.10% | 0.79 CHF | 0.80 CHF | 71'000 | 71'000 | 32'059 | 32'059 | 24'228 CHF | 24'645 CHF | 100.00% | 100.00% |
05.07.2024 | 2.03% | 0.70 CHF | 0.71 CHF | 72'000 | 72'000 | 32'136 | 32'136 | 23'694 CHF | 24'112 CHF | 99.62% | 99.62% |
04.07.2024 | 1.97% | 0.78 CHF | 0.79 CHF | 29'000 | 29'000 | 23'156 | 23'156 | 17'933 CHF | 18'260 CHF | 99.60% | 99.60% |
03.07.2024 | 2.06% | 0.76 CHF | 0.77 CHF | 71'000 | 71'000 | 32'037 | 32'037 | 24'019 CHF | 24'436 CHF | 100.00% | 100.00% |
02.07.2024 | 2.19% | 0.70 CHF | 0.71 CHF | 72'000 | 72'000 | 32'274 | 32'274 | 22'698 CHF | 23'117 CHF | 100.00% | 100.00% |