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 | 0.93% | 1.07 CHF | 1.08 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 154'640 CHF | 156'090 CHF | 99.81% | 99.81% |
12.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 145'000 | 145'000 | 147'010 | 147'010 | 144'998 CHF | 146'468 CHF | 100.00% | 100.00% |
11.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 149'865 | 149'865 | 140'287 CHF | 141'787 CHF | 99.86% | 99.86% |
10.07.2024 | 1.18% | 0.90 CHF | 0.91 CHF | 150'000 | 150'000 | 150'006 | 150'006 | 126'035 CHF | 127'535 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 155'000 | 155'000 | 152'784 | 152'784 | 124'258 CHF | 125'787 CHF | 99.78% | 99.78% |
08.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 120'387 CHF | 121'937 CHF | 99.29% | 99.29% |
05.07.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 155'000 | 155'000 | 152'963 | 152'963 | 124'398 CHF | 125'927 CHF | 100.00% | 100.00% |
04.07.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 116'484 CHF | 118'034 CHF | 99.63% | 99.63% |
03.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 150'054 | 150'054 | 127'794 CHF | 129'294 CHF | 99.95% | 99.95% |
02.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 130'366 CHF | 131'866 CHF | 100.00% | 100.00% |