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 | 1.21% | 1.28 CHF | 1.29 CHF | 152'000 | 152'000 | 68'071 | 68'071 | 86'692 CHF | 87'576 CHF | 100.00% | 100.00% |
12.07.2024 | 1.25% | 1.25 CHF | 1.26 CHF | 153'000 | 153'000 | 69'077 | 69'077 | 85'605 CHF | 86'505 CHF | 100.00% | 100.00% |
11.07.2024 | 1.27% | 1.19 CHF | 1.20 CHF | 155'000 | 155'000 | 69'493 | 69'493 | 83'583 CHF | 84'486 CHF | 99.98% | 99.98% |
10.07.2024 | 1.24% | 1.20 CHF | 1.21 CHF | 154'000 | 154'000 | 67'947 | 67'947 | 84'311 CHF | 85'201 CHF | 100.00% | 100.00% |
09.07.2024 | 1.16% | 1.30 CHF | 1.31 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 88'851 CHF | 89'729 CHF | 100.00% | 100.00% |
08.07.2024 | 1.14% | 1.32 CHF | 1.33 CHF | 150'000 | 150'000 | 67'296 | 67'296 | 90'353 CHF | 91'230 CHF | 100.00% | 100.00% |
05.07.2024 | 1.15% | 1.34 CHF | 1.35 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 89'717 CHF | 90'593 CHF | 100.00% | 100.00% |
04.07.2024 | 1.14% | 1.34 CHF | 1.35 CHF | 60'000 | 60'000 | 48'299 | 48'299 | 64'330 CHF | 65'015 CHF | 100.00% | 100.00% |
03.07.2024 | 1.17% | 1.34 CHF | 1.35 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 89'273 CHF | 90'148 CHF | 100.00% | 100.00% |
02.07.2024 | 1.24% | 1.27 CHF | 1.28 CHF | 151'000 | 151'000 | 67'883 | 67'883 | 84'947 CHF | 85'829 CHF | 100.00% | 100.00% |