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 | 1.03% | 1.50 CHF | 1.51 CHF | 152'000 | 152'000 | 68'070 | 68'070 | 101'483 CHF | 102'367 CHF | 100.00% | 100.00% |
12.07.2024 | 1.06% | 1.47 CHF | 1.48 CHF | 153'000 | 153'000 | 69'078 | 69'078 | 100'679 CHF | 101'579 CHF | 100.00% | 100.00% |
11.07.2024 | 1.08% | 1.41 CHF | 1.42 CHF | 155'000 | 155'000 | 69'507 | 69'507 | 98'660 CHF | 99'564 CHF | 100.00% | 100.00% |
10.07.2024 | 1.06% | 1.41 CHF | 1.42 CHF | 154'000 | 154'000 | 67'946 | 67'946 | 99'125 CHF | 100'015 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 1.52 CHF | 1.53 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 103'512 CHF | 104'390 CHF | 100.00% | 100.00% |
08.07.2024 | 0.99% | 1.54 CHF | 1.55 CHF | 150'000 | 150'000 | 67'317 | 67'317 | 105'019 CHF | 105'896 CHF | 99.71% | 99.71% |
05.07.2024 | 0.99% | 1.56 CHF | 1.57 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 104'397 CHF | 105'272 CHF | 100.00% | 100.00% |
04.07.2024 | 0.98% | 1.55 CHF | 1.56 CHF | 60'000 | 60'000 | 48'299 | 48'299 | 74'935 CHF | 75'620 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 1.56 CHF | 1.57 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 103'957 CHF | 104'832 CHF | 100.00% | 100.00% |
02.07.2024 | 1.05% | 1.49 CHF | 1.50 CHF | 151'000 | 151'000 | 67'883 | 67'883 | 99'787 CHF | 100'669 CHF | 100.00% | 100.00% |