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 | 2.25% | 0.99 CHF | 1.00 CHF | 155'000 | 155'000 | 69'462 | 69'462 | 70'297 CHF | 71'556 CHF | 100.00% | 100.00% |
12.07.2024 | 2.22% | 1.00 CHF | 1.01 CHF | 155'000 | 155'000 | 68'432 | 68'432 | 70'558 CHF | 71'793 CHF | 99.98% | 99.98% |
11.07.2024 | 2.19% | 1.09 CHF | 1.10 CHF | 150'000 | 150'000 | 67'389 | 67'389 | 71'301 CHF | 72'524 CHF | 99.83% | 99.83% |
10.07.2024 | 2.20% | 1.06 CHF | 1.07 CHF | 150'000 | 150'000 | 67'412 | 67'412 | 71'113 CHF | 72'336 CHF | 100.00% | 100.00% |
09.07.2024 | 2.78% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 67'440 | 67'440 | 73'377 CHF | 74'935 CHF | 99.78% | 99.78% |
08.07.2024 | 2.37% | 1.18 CHF | 1.19 CHF | 145'000 | 145'000 | 66'587 | 66'587 | 74'997 CHF | 76'372 CHF | 99.92% | 99.92% |
05.07.2024 | 2.16% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 67'206 | 67'206 | 71'595 CHF | 72'818 CHF | 99.70% | 99.70% |
04.07.2024 | 2.64% | 1.08 CHF | 1.10 CHF | 60'000 | 60'000 | 48'306 | 48'306 | 52'199 CHF | 53'503 CHF | 99.95% | 99.95% |
03.07.2024 | 2.80% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 67'368 | 67'368 | 72'813 CHF | 74'384 CHF | 100.00% | 100.00% |
02.07.2024 | 2.78% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 66'990 | 66'990 | 74'812 CHF | 76'378 CHF | 100.00% | 100.00% |