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 | 1.12% | 1.38 CHF | 1.39 CHF | 152'000 | 152'000 | 68'061 | 68'061 | 93'897 CHF | 94'781 CHF | 100.00% | 100.00% |
12.07.2024 | 1.15% | 1.36 CHF | 1.37 CHF | 153'000 | 153'000 | 69'072 | 69'072 | 93'005 CHF | 93'904 CHF | 100.00% | 100.00% |
11.07.2024 | 1.17% | 1.30 CHF | 1.31 CHF | 155'000 | 155'000 | 69'484 | 69'484 | 90'832 CHF | 91'735 CHF | 99.99% | 99.99% |
10.07.2024 | 1.14% | 1.30 CHF | 1.31 CHF | 154'000 | 154'000 | 67'931 | 67'931 | 91'527 CHF | 92'417 CHF | 99.99% | 99.99% |
09.07.2024 | 1.08% | 1.41 CHF | 1.42 CHF | 150'000 | 150'000 | 67'494 | 67'494 | 96'001 CHF | 96'879 CHF | 100.00% | 100.00% |
08.07.2024 | 1.06% | 1.43 CHF | 1.44 CHF | 150'000 | 150'000 | 67'291 | 67'291 | 97'496 CHF | 98'372 CHF | 100.00% | 100.00% |
05.07.2024 | 1.07% | 1.45 CHF | 1.46 CHF | 149'000 | 149'000 | 67'230 | 67'230 | 96'842 CHF | 97'718 CHF | 100.00% | 100.00% |
04.07.2024 | 1.06% | 1.44 CHF | 1.45 CHF | 60'000 | 60'000 | 48'296 | 48'296 | 69'560 CHF | 70'245 CHF | 100.00% | 100.00% |
03.07.2024 | 1.08% | 1.45 CHF | 1.46 CHF | 149'000 | 149'000 | 67'183 | 67'183 | 96'354 CHF | 97'229 CHF | 100.00% | 100.00% |
02.07.2024 | 1.14% | 1.38 CHF | 1.39 CHF | 151'000 | 151'000 | 67'875 | 67'875 | 92'202 CHF | 93'084 CHF | 100.00% | 100.00% |