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 | 1.51% | 1.35 CHF | 1.37 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 126'955 CHF | 128'880 CHF | 100.00% | 100.00% |
12.07.2024 | 1.51% | 1.33 CHF | 1.35 CHF | 96'000 | 96'000 | 96'228 | 96'228 | 126'254 CHF | 128'178 CHF | 100.00% | 100.00% |
11.07.2024 | 1.48% | 1.29 CHF | 1.31 CHF | 96'000 | 96'000 | 96'679 | 96'679 | 129'798 CHF | 131'733 CHF | 99.99% | 99.99% |
10.07.2024 | 1.38% | 1.41 CHF | 1.43 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 142'053 CHF | 144'026 CHF | 100.00% | 100.00% |
09.07.2024 | 1.43% | 1.45 CHF | 1.47 CHF | 99'000 | 99'000 | 97'597 | 97'597 | 135'763 CHF | 137'716 CHF | 99.77% | 99.77% |
08.07.2024 | 1.35% | 1.49 CHF | 1.51 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 145'534 CHF | 147'515 CHF | 99.29% | 99.29% |
05.07.2024 | 1.35% | 1.47 CHF | 1.49 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 146'092 CHF | 148'076 CHF | 100.00% | 100.00% |
04.07.2024 | 1.32% | 1.49 CHF | 1.51 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 149'616 CHF | 151'611 CHF | 99.63% | 99.63% |
03.07.2024 | 1.31% | 1.53 CHF | 1.55 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 152'458 CHF | 154'462 CHF | 100.00% | 100.00% |
02.07.2024 | 1.18% | 1.65 CHF | 1.67 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 175'469 CHF | 177'543 CHF | 99.99% | 99.99% |