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 | 1.15% | 2.03 CHF | 2.04 CHF | 130'500 | 130'500 | 58'397 | 58'397 | 116'760 CHF | 117'818 CHF | 99.99% | 99.99% |
12.07.2024 | 1.20% | 2.05 CHF | 2.06 CHF | 135'600 | 135'600 | 60'711 | 60'711 | 119'432 CHF | 120'531 CHF | 100.00% | 100.00% |
11.07.2024 | 1.26% | 1.88 CHF | 1.89 CHF | 139'700 | 139'700 | 62'313 | 62'313 | 116'253 CHF | 117'384 CHF | 99.99% | 99.99% |
10.07.2024 | 1.31% | 1.79 CHF | 1.80 CHF | 143'900 | 143'900 | 64'434 | 64'434 | 115'460 CHF | 116'627 CHF | 100.00% | 100.00% |
09.07.2024 | 1.27% | 1.81 CHF | 1.82 CHF | 141'400 | 141'400 | 63'330 | 63'330 | 114'625 CHF | 115'771 CHF | 100.00% | 100.00% |
08.07.2024 | 1.23% | 1.86 CHF | 1.87 CHF | 135'800 | 135'800 | 60'804 | 60'804 | 114'740 CHF | 115'842 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 1.89 CHF | 1.90 CHF | 135'000 | 135'000 | 60'251 | 60'251 | 114'457 CHF | 115'551 CHF | 99.69% | 99.69% |
04.07.2024 | 1.30% | 1.93 CHF | 1.95 CHF | 54'000 | 54'000 | 43'101 | 43'101 | 83'545 CHF | 84'589 CHF | 98.81% | 98.81% |
03.07.2024 | 1.16% | 2.02 CHF | 2.03 CHF | 127'800 | 127'800 | 57'914 | 57'914 | 115'175 CHF | 116'217 CHF | 99.36% | 99.36% |
02.07.2024 | 1.16% | 1.99 CHF | 2.00 CHF | 125'800 | 125'800 | 56'298 | 56'298 | 113'134 CHF | 114'153 CHF | 99.99% | 99.99% |