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 | 1.30% | 1.49 CHF | 1.51 CHF | 86'000 | 86'000 | 85'331 | 85'331 | 130'420 CHF | 132'126 CHF | 100.00% | 100.00% |
12.07.2024 | 1.29% | 1.52 CHF | 1.54 CHF | 83'800 | 83'800 | 84'005 | 84'005 | 129'306 CHF | 130'986 CHF | 100.00% | 100.00% |
11.07.2024 | 1.32% | 1.56 CHF | 1.58 CHF | 88'900 | 88'900 | 89'559 | 89'559 | 134'949 CHF | 136'741 CHF | 99.98% | 99.98% |
10.07.2024 | 1.42% | 1.44 CHF | 1.46 CHF | 93'600 | 93'600 | 94'263 | 94'263 | 132'233 CHF | 134'118 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 1.39 CHF | 1.41 CHF | 95'700 | 95'700 | 94'297 | 94'297 | 137'143 CHF | 139'031 CHF | 99.72% | 99.72% |
08.07.2024 | 1.45% | 1.36 CHF | 1.38 CHF | 95'900 | 95'900 | 95'958 | 95'958 | 131'816 CHF | 133'736 CHF | 99.31% | 99.31% |
05.07.2024 | 1.45% | 1.37 CHF | 1.39 CHF | 97'800 | 97'800 | 98'000 | 98'000 | 134'339 CHF | 136'299 CHF | 100.00% | 100.00% |
04.07.2024 | 1.48% | 1.36 CHF | 1.38 CHF | 99'900 | 99'900 | 99'648 | 99'648 | 134'102 CHF | 136'095 CHF | 99.61% | 99.61% |
03.07.2024 | 1.51% | 1.31 CHF | 1.33 CHF | 106'200 | 106'200 | 106'346 | 106'346 | 139'756 CHF | 141'882 CHF | 100.00% | 100.00% |
02.07.2024 | 1.73% | 1.19 CHF | 1.21 CHF | 108'000 | 108'000 | 108'768 | 108'768 | 125'054 CHF | 127'229 CHF | 100.00% | 100.00% |