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 | 1.91% | 1.07 CHF | 1.09 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 99'609 CHF | 101'534 CHF | 100.00% | 100.00% |
12.07.2024 | 1.93% | 1.04 CHF | 1.06 CHF | 96'000 | 96'000 | 96'228 | 96'228 | 98'872 CHF | 100'797 CHF | 100.00% | 100.00% |
11.07.2024 | 1.88% | 1.01 CHF | 1.03 CHF | 96'000 | 96'000 | 96'680 | 96'680 | 102'239 CHF | 104'174 CHF | 100.00% | 100.00% |
10.07.2024 | 1.72% | 1.12 CHF | 1.14 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 114'000 CHF | 115'973 CHF | 100.00% | 100.00% |
09.07.2024 | 1.80% | 1.17 CHF | 1.19 CHF | 99'000 | 99'000 | 97'597 | 97'597 | 107'943 CHF | 109'896 CHF | 99.77% | 99.77% |
08.07.2024 | 1.68% | 1.20 CHF | 1.22 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 117'249 CHF | 119'230 CHF | 99.28% | 99.28% |
05.07.2024 | 1.67% | 1.19 CHF | 1.21 CHF | 99'000 | 99'000 | 99'201 | 99'201 | 117'875 CHF | 119'859 CHF | 99.99% | 99.99% |
04.07.2024 | 1.63% | 1.20 CHF | 1.22 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 121'124 CHF | 123'119 CHF | 99.59% | 99.59% |
03.07.2024 | 1.60% | 1.24 CHF | 1.26 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 123'907 CHF | 125'910 CHF | 100.00% | 100.00% |
02.07.2024 | 1.41% | 1.37 CHF | 1.39 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 145'962 CHF | 148'036 CHF | 99.99% | 99.99% |