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% | 1.76 CHF | 1.78 CHF | 97'000 | 97'000 | 96'255 | 96'255 | 166'394 CHF | 168'319 CHF | 100.00% | 100.00% |
12.07.2024 | 1.16% | 1.74 CHF | 1.76 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 165'688 CHF | 167'613 CHF | 100.00% | 100.00% |
11.07.2024 | 1.14% | 1.70 CHF | 1.72 CHF | 96'000 | 96'000 | 96'678 | 96'678 | 169'410 CHF | 171'345 CHF | 99.99% | 99.99% |
10.07.2024 | 1.08% | 1.82 CHF | 1.84 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 182'482 CHF | 184'455 CHF | 100.00% | 100.00% |
09.07.2024 | 1.11% | 1.86 CHF | 1.88 CHF | 99'000 | 99'000 | 97'597 | 97'597 | 175'761 CHF | 177'714 CHF | 99.78% | 99.78% |
08.07.2024 | 1.06% | 1.90 CHF | 1.92 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 186'137 CHF | 188'118 CHF | 99.29% | 99.29% |
05.07.2024 | 1.06% | 1.88 CHF | 1.90 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 186'755 CHF | 188'739 CHF | 100.00% | 100.00% |
04.07.2024 | 1.04% | 1.90 CHF | 1.92 CHF | 100'000 | 100'000 | 99'748 | 99'748 | 190'512 CHF | 192'507 CHF | 99.63% | 99.63% |
03.07.2024 | 1.03% | 1.94 CHF | 1.96 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 193'526 CHF | 195'529 CHF | 100.00% | 100.00% |
02.07.2024 | 0.95% | 2.06 CHF | 2.08 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 217'999 CHF | 220'073 CHF | 100.00% | 100.00% |