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 | 1.33% | 1.53 CHF | 1.55 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 144'175 CHF | 146'100 CHF | 100.00% | 100.00% |
12.07.2024 | 1.33% | 1.51 CHF | 1.53 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 143'512 CHF | 145'436 CHF | 100.00% | 100.00% |
11.07.2024 | 1.31% | 1.47 CHF | 1.49 CHF | 96'000 | 96'000 | 96'680 | 96'680 | 147'066 CHF | 149'000 CHF | 100.00% | 100.00% |
10.07.2024 | 1.23% | 1.58 CHF | 1.60 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 159'672 CHF | 161'645 CHF | 100.00% | 100.00% |
09.07.2024 | 1.27% | 1.63 CHF | 1.65 CHF | 99'000 | 99'000 | 97'660 | 97'660 | 153'267 CHF | 155'220 CHF | 99.73% | 99.73% |
08.07.2024 | 1.21% | 1.66 CHF | 1.68 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 163'171 CHF | 165'152 CHF | 99.31% | 99.31% |
05.07.2024 | 1.20% | 1.65 CHF | 1.67 CHF | 99'000 | 99'000 | 99'201 | 99'201 | 163'802 CHF | 165'786 CHF | 99.99% | 99.99% |
04.07.2024 | 1.18% | 1.67 CHF | 1.69 CHF | 100'000 | 100'000 | 99'748 | 99'748 | 167'407 CHF | 169'402 CHF | 99.65% | 99.65% |
03.07.2024 | 1.17% | 1.71 CHF | 1.73 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 170'293 CHF | 172'296 CHF | 100.00% | 100.00% |
02.07.2024 | 1.06% | 1.83 CHF | 1.85 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 193'883 CHF | 195'957 CHF | 100.00% | 100.00% |