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 | 1.42% | 1.10 CHF | 1.11 CHF | 310'000 | 310'000 | 138'910 | 138'910 | 151'446 CHF | 153'252 CHF | 100.00% | 100.00% |
12.07.2024 | 1.43% | 1.10 CHF | 1.11 CHF | 310'000 | 310'000 | 136'395 | 136'395 | 147'559 CHF | 149'327 CHF | 99.98% | 99.98% |
11.07.2024 | 1.44% | 1.05 CHF | 1.06 CHF | 300'000 | 300'000 | 134'219 | 134'219 | 143'438 CHF | 145'181 CHF | 99.83% | 99.83% |
10.07.2024 | 1.43% | 1.08 CHF | 1.09 CHF | 300'000 | 300'000 | 134'241 | 134'241 | 144'802 CHF | 146'545 CHF | 100.00% | 100.00% |
09.07.2024 | 1.67% | 1.06 CHF | 1.07 CHF | 300'000 | 300'000 | 134'342 | 134'342 | 142'097 CHF | 144'106 CHF | 99.78% | 99.78% |
08.07.2024 | 1.70% | 1.01 CHF | 1.02 CHF | 290'000 | 290'000 | 132'624 | 132'624 | 137'340 CHF | 139'356 CHF | 99.92% | 99.92% |
05.07.2024 | 1.44% | 1.07 CHF | 1.08 CHF | 300'000 | 300'000 | 133'876 | 133'876 | 143'615 CHF | 145'356 CHF | 99.70% | 99.70% |
04.07.2024 | 1.42% | 1.07 CHF | 1.08 CHF | 120'000 | 120'000 | 96'073 | 96'073 | 102'623 CHF | 103'983 CHF | 99.95% | 99.95% |
03.07.2024 | 1.68% | 1.07 CHF | 1.08 CHF | 300'000 | 300'000 | 134'191 | 134'191 | 143'447 CHF | 145'480 CHF | 100.00% | 100.00% |
02.07.2024 | 1.69% | 1.05 CHF | 1.06 CHF | 300'000 | 300'000 | 133'435 | 133'435 | 140'766 CHF | 142'790 CHF | 100.00% | 100.00% |