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 | 1.88% | 1.19 CHF | 1.20 CHF | 155'000 | 155'000 | 69'462 | 69'462 | 84'567 CHF | 85'827 CHF | 100.00% | 100.00% |
12.07.2024 | 1.86% | 1.21 CHF | 1.22 CHF | 155'000 | 155'000 | 68'432 | 68'432 | 84'558 CHF | 85'793 CHF | 99.98% | 99.98% |
11.07.2024 | 1.83% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 67'392 | 67'392 | 85'243 CHF | 86'466 CHF | 99.83% | 99.83% |
10.07.2024 | 1.84% | 1.27 CHF | 1.28 CHF | 150'000 | 150'000 | 67'392 | 67'392 | 84'895 CHF | 86'118 CHF | 100.00% | 100.00% |
09.07.2024 | 2.35% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 67'440 | 67'440 | 87'248 CHF | 88'805 CHF | 99.78% | 99.78% |
08.07.2024 | 2.00% | 1.38 CHF | 1.39 CHF | 145'000 | 145'000 | 66'586 | 66'586 | 88'671 CHF | 90'046 CHF | 99.92% | 99.92% |
05.07.2024 | 1.82% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 67'198 | 67'198 | 85'387 CHF | 86'610 CHF | 99.69% | 99.69% |
04.07.2024 | 2.22% | 1.29 CHF | 1.31 CHF | 60'000 | 60'000 | 48'306 | 48'306 | 62'187 CHF | 63'490 CHF | 99.95% | 99.95% |
03.07.2024 | 2.36% | 1.28 CHF | 1.29 CHF | 150'000 | 150'000 | 67'368 | 67'368 | 86'733 CHF | 88'303 CHF | 100.00% | 100.00% |
02.07.2024 | 2.35% | 1.33 CHF | 1.34 CHF | 150'000 | 150'000 | 66'985 | 66'985 | 88'677 CHF | 90'243 CHF | 99.99% | 99.99% |