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 | 1.14% | 1.36 CHF | 1.37 CHF | 240'000 | 240'000 | 107'277 | 107'277 | 144'414 CHF | 145'807 CHF | 99.99% | 99.99% |
12.07.2024 | 1.17% | 1.37 CHF | 1.38 CHF | 240'000 | 240'000 | 107'376 | 107'376 | 142'651 CHF | 144'046 CHF | 100.00% | 100.00% |
11.07.2024 | 1.23% | 1.28 CHF | 1.29 CHF | 240'000 | 240'000 | 106'909 | 106'909 | 136'032 CHF | 137'426 CHF | 100.00% | 100.00% |
10.07.2024 | 1.26% | 1.23 CHF | 1.24 CHF | 240'000 | 240'000 | 107'362 | 107'362 | 132'342 CHF | 133'737 CHF | 100.00% | 100.00% |
09.07.2024 | 1.23% | 1.24 CHF | 1.25 CHF | 240'000 | 240'000 | 107'364 | 107'364 | 133'409 CHF | 134'804 CHF | 100.00% | 100.00% |
08.07.2024 | 1.20% | 1.27 CHF | 1.28 CHF | 240'000 | 240'000 | 107'383 | 107'383 | 137'720 CHF | 139'115 CHF | 99.99% | 99.99% |
05.07.2024 | 1.19% | 1.29 CHF | 1.30 CHF | 240'000 | 240'000 | 107'067 | 107'067 | 138'333 CHF | 139'725 CHF | 99.70% | 99.70% |
04.07.2024 | 1.16% | 1.31 CHF | 1.32 CHF | 96'000 | 96'000 | 76'586 | 76'586 | 100'622 CHF | 101'710 CHF | 98.80% | 98.80% |
03.07.2024 | 1.15% | 1.36 CHF | 1.37 CHF | 230'000 | 230'000 | 104'408 | 104'408 | 139'975 CHF | 141'327 CHF | 99.35% | 99.35% |
02.07.2024 | 1.14% | 1.34 CHF | 1.35 CHF | 230'000 | 230'000 | 103'114 | 103'114 | 139'412 CHF | 140'753 CHF | 99.99% | 99.99% |