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 | 1.50% | 1.03 CHF | 1.04 CHF | 152'000 | 152'000 | 68'094 | 68'094 | 69'843 CHF | 70'727 CHF | 99.90% | 99.90% |
12.07.2024 | 1.57% | 1.01 CHF | 1.02 CHF | 153'000 | 153'000 | 69'074 | 69'074 | 68'400 CHF | 69'299 CHF | 100.00% | 100.00% |
11.07.2024 | 1.60% | 0.95 CHF | 0.96 CHF | 155'000 | 155'000 | 69'506 | 69'506 | 66'276 CHF | 67'180 CHF | 100.00% | 100.00% |
10.07.2024 | 1.53% | 0.95 CHF | 0.96 CHF | 154'000 | 154'000 | 68'048 | 68'048 | 67'429 CHF | 68'320 CHF | 99.50% | 99.50% |
09.07.2024 | 1.43% | 1.05 CHF | 1.06 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 71'990 CHF | 72'868 CHF | 100.00% | 100.00% |
08.07.2024 | 1.40% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 67'296 | 67'296 | 73'628 CHF | 74'504 CHF | 99.99% | 99.99% |
05.07.2024 | 1.41% | 1.09 CHF | 1.10 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 72'932 CHF | 73'807 CHF | 100.00% | 100.00% |
04.07.2024 | 1.40% | 1.09 CHF | 1.10 CHF | 60'000 | 60'000 | 48'299 | 48'299 | 52'260 CHF | 52'945 CHF | 100.00% | 100.00% |
03.07.2024 | 1.44% | 1.09 CHF | 1.10 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 72'458 CHF | 73'333 CHF | 100.00% | 100.00% |
02.07.2024 | 1.55% | 1.02 CHF | 1.03 CHF | 151'000 | 151'000 | 67'882 | 67'882 | 67'920 CHF | 68'802 CHF | 100.00% | 100.00% |