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 | 1.27% | 1.86 CHF | 1.87 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 99'586 CHF | 100'562 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 1.84 CHF | 1.85 CHF | 120'000 | 120'000 | 54'680 | 54'680 | 102'433 CHF | 103'262 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 1.91 CHF | 1.92 CHF | 122'000 | 122'000 | 55'193 | 55'193 | 105'965 CHF | 106'802 CHF | 99.82% | 99.82% |
10.07.2024 | 0.94% | 1.93 CHF | 1.94 CHF | 122'000 | 122'000 | 54'888 | 54'888 | 105'184 CHF | 106'017 CHF | 99.99% | 99.99% |
09.07.2024 | 1.26% | 1.88 CHF | 1.89 CHF | 120'000 | 120'000 | 53'768 | 53'768 | 99'419 CHF | 100'391 CHF | 99.73% | 99.73% |
08.07.2024 | 1.32% | 1.80 CHF | 1.81 CHF | 118'000 | 118'000 | 53'244 | 53'244 | 94'471 CHF | 95'439 CHF | 100.00% | 100.00% |
05.07.2024 | 1.32% | 1.79 CHF | 1.80 CHF | 118'000 | 118'000 | 52'333 | 52'333 | 92'788 CHF | 93'734 CHF | 99.80% | 99.80% |
04.07.2024 | 1.43% | 1.76 CHF | 1.78 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 65'891 CHF | 66'794 CHF | 99.98% | 99.98% |
03.07.2024 | 1.33% | 1.77 CHF | 1.78 CHF | 116'000 | 116'000 | 52'040 | 52'040 | 91'047 CHF | 91'990 CHF | 99.98% | 99.98% |
02.07.2024 | 1.34% | 1.76 CHF | 1.77 CHF | 116'000 | 116'000 | 51'752 | 51'752 | 90'348 CHF | 91'286 CHF | 100.00% | 100.00% |