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 | 1.54% | 1.32 CHF | 1.34 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 124'362 CHF | 126'287 CHF | 100.00% | 100.00% |
12.07.2024 | 1.55% | 1.30 CHF | 1.32 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 123'630 CHF | 125'555 CHF | 100.00% | 100.00% |
11.07.2024 | 1.51% | 1.26 CHF | 1.28 CHF | 96'000 | 96'000 | 96'679 | 96'679 | 127'183 CHF | 129'118 CHF | 100.00% | 100.00% |
10.07.2024 | 1.41% | 1.38 CHF | 1.40 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 139'316 CHF | 141'289 CHF | 100.00% | 100.00% |
09.07.2024 | 1.46% | 1.42 CHF | 1.44 CHF | 99'000 | 99'000 | 97'661 | 97'661 | 133'139 CHF | 135'093 CHF | 99.72% | 99.72% |
08.07.2024 | 1.38% | 1.46 CHF | 1.48 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 142'731 CHF | 144'712 CHF | 99.31% | 99.31% |
05.07.2024 | 1.37% | 1.44 CHF | 1.46 CHF | 99'000 | 99'000 | 99'201 | 99'201 | 143'341 CHF | 145'325 CHF | 100.00% | 100.00% |
04.07.2024 | 1.35% | 1.46 CHF | 1.48 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 146'794 CHF | 148'789 CHF | 99.57% | 99.57% |
03.07.2024 | 1.33% | 1.50 CHF | 1.52 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 149'602 CHF | 151'605 CHF | 100.00% | 100.00% |
02.07.2024 | 1.20% | 1.62 CHF | 1.64 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 172'495 CHF | 174'569 CHF | 100.00% | 100.00% |