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 | 1.25% | 1.24 CHF | 1.25 CHF | 240'000 | 240'000 | 107'285 | 107'285 | 131'279 CHF | 132'672 CHF | 100.00% | 100.00% |
12.07.2024 | 1.29% | 1.25 CHF | 1.26 CHF | 240'000 | 240'000 | 107'373 | 107'373 | 129'457 CHF | 130'852 CHF | 100.00% | 100.00% |
11.07.2024 | 1.36% | 1.16 CHF | 1.17 CHF | 240'000 | 240'000 | 106'902 | 106'902 | 122'905 CHF | 124'299 CHF | 99.99% | 99.99% |
10.07.2024 | 1.40% | 1.11 CHF | 1.12 CHF | 240'000 | 240'000 | 107'361 | 107'361 | 118'956 CHF | 120'350 CHF | 100.00% | 100.00% |
09.07.2024 | 1.36% | 1.12 CHF | 1.13 CHF | 240'000 | 240'000 | 107'365 | 107'365 | 120'148 CHF | 121'543 CHF | 100.00% | 100.00% |
08.07.2024 | 1.33% | 1.14 CHF | 1.15 CHF | 240'000 | 240'000 | 107'377 | 107'377 | 124'517 CHF | 125'911 CHF | 100.00% | 100.00% |
05.07.2024 | 1.31% | 1.16 CHF | 1.17 CHF | 240'000 | 240'000 | 107'067 | 107'067 | 125'012 CHF | 126'405 CHF | 99.70% | 99.70% |
04.07.2024 | 1.28% | 1.18 CHF | 1.19 CHF | 96'000 | 96'000 | 76'587 | 76'587 | 91'166 CHF | 92'255 CHF | 98.81% | 98.81% |
03.07.2024 | 1.26% | 1.23 CHF | 1.24 CHF | 230'000 | 230'000 | 104'403 | 104'403 | 126'978 CHF | 128'330 CHF | 99.37% | 99.37% |
02.07.2024 | 1.26% | 1.21 CHF | 1.22 CHF | 230'000 | 230'000 | 103'124 | 103'124 | 126'647 CHF | 127'989 CHF | 100.00% | 100.00% |