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 | 0.96% | 1.03 CHF | 1.04 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 36'470 CHF | 36'820 CHF | 99.38% | 99.38% |
12.07.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 37'340 CHF | 37'690 CHF | 99.00% | 99.00% |
11.07.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 35'214 CHF | 35'564 CHF | 98.76% | 98.76% |
10.07.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 31'867 CHF | 32'217 CHF | 95.50% | 95.50% |
09.07.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 26'221 CHF | 26'571 CHF | 99.04% | 99.04% |
08.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 26'225 CHF | 26'575 CHF | 99.24% | 99.24% |
05.07.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 25'956 CHF | 26'306 CHF | 99.39% | 99.39% |
04.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 23'825 CHF | 24'175 CHF | 99.39% | 99.39% |
03.07.2024 | 1.70% | 0.65 CHF | 0.66 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 20'466 CHF | 20'816 CHF | 98.64% | 98.64% |
02.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 20'033 CHF | 20'383 CHF | 99.07% | 99.07% |