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 | 1.31% | 1.55 CHF | 1.57 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 146'096 CHF | 148'021 CHF | 99.99% | 99.99% |
12.07.2024 | 1.32% | 1.53 CHF | 1.55 CHF | 96'000 | 96'000 | 96'228 | 96'228 | 145'428 CHF | 147'352 CHF | 100.00% | 100.00% |
11.07.2024 | 1.29% | 1.49 CHF | 1.51 CHF | 96'000 | 96'000 | 96'676 | 96'676 | 149'001 CHF | 150'935 CHF | 100.00% | 100.00% |
10.07.2024 | 1.21% | 1.60 CHF | 1.62 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 161'674 CHF | 163'648 CHF | 100.00% | 100.00% |
09.07.2024 | 1.25% | 1.65 CHF | 1.67 CHF | 99'000 | 99'000 | 97'597 | 97'597 | 155'144 CHF | 157'097 CHF | 99.77% | 99.77% |
08.07.2024 | 1.19% | 1.68 CHF | 1.70 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 165'220 CHF | 167'201 CHF | 99.29% | 99.29% |
05.07.2024 | 1.19% | 1.67 CHF | 1.69 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 165'832 CHF | 167'816 CHF | 100.00% | 100.00% |
04.07.2024 | 1.17% | 1.69 CHF | 1.71 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 169'460 CHF | 171'455 CHF | 99.63% | 99.63% |
03.07.2024 | 1.16% | 1.73 CHF | 1.75 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 172'401 CHF | 174'404 CHF | 100.00% | 100.00% |
02.07.2024 | 1.05% | 1.85 CHF | 1.87 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 196'114 CHF | 198'188 CHF | 100.00% | 100.00% |