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 | 0.94% | 1.64 CHF | 1.65 CHF | 240'000 | 240'000 | 107'277 | 107'277 | 174'454 CHF | 175'848 CHF | 99.99% | 99.99% |
12.07.2024 | 0.97% | 1.65 CHF | 1.66 CHF | 240'000 | 240'000 | 107'376 | 107'376 | 172'744 CHF | 174'138 CHF | 100.00% | 100.00% |
11.07.2024 | 1.01% | 1.56 CHF | 1.57 CHF | 240'000 | 240'000 | 106'909 | 106'909 | 165'988 CHF | 167'382 CHF | 100.00% | 100.00% |
10.07.2024 | 1.03% | 1.51 CHF | 1.52 CHF | 240'000 | 240'000 | 107'362 | 107'362 | 162'446 CHF | 163'841 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 1.52 CHF | 1.53 CHF | 240'000 | 240'000 | 107'364 | 107'364 | 163'489 CHF | 164'883 CHF | 100.00% | 100.00% |
08.07.2024 | 0.99% | 1.55 CHF | 1.56 CHF | 240'000 | 240'000 | 107'380 | 107'380 | 167'902 CHF | 169'296 CHF | 99.99% | 99.99% |
05.07.2024 | 0.98% | 1.57 CHF | 1.58 CHF | 240'000 | 240'000 | 107'070 | 107'070 | 168'367 CHF | 169'760 CHF | 99.70% | 99.70% |
04.07.2024 | 0.96% | 1.59 CHF | 1.60 CHF | 96'000 | 96'000 | 76'588 | 76'588 | 122'171 CHF | 123'259 CHF | 98.81% | 98.81% |
03.07.2024 | 0.95% | 1.64 CHF | 1.65 CHF | 230'000 | 230'000 | 104'401 | 104'401 | 169'468 CHF | 170'821 CHF | 99.37% | 99.37% |
02.07.2024 | 0.95% | 1.62 CHF | 1.63 CHF | 230'000 | 230'000 | 103'124 | 103'124 | 168'502 CHF | 169'844 CHF | 100.00% | 100.00% |