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 | 1.08% | 2.20 CHF | 2.21 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 117'799 CHF | 118'775 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 2.18 CHF | 2.19 CHF | 120'000 | 120'000 | 54'679 | 54'679 | 120'860 CHF | 121'690 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 2.25 CHF | 2.26 CHF | 122'000 | 122'000 | 55'194 | 55'194 | 124'546 CHF | 125'383 CHF | 99.82% | 99.82% |
10.07.2024 | 0.80% | 2.27 CHF | 2.28 CHF | 122'000 | 122'000 | 54'895 | 54'895 | 123'691 CHF | 124'524 CHF | 100.00% | 100.00% |
09.07.2024 | 1.07% | 2.22 CHF | 2.23 CHF | 120'000 | 120'000 | 53'757 | 53'757 | 117'483 CHF | 118'456 CHF | 99.77% | 99.77% |
08.07.2024 | 1.11% | 2.14 CHF | 2.15 CHF | 118'000 | 118'000 | 53'243 | 53'243 | 112'383 CHF | 113'351 CHF | 100.00% | 100.00% |
05.07.2024 | 1.11% | 2.13 CHF | 2.14 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 110'529 CHF | 111'475 CHF | 99.81% | 99.81% |
04.07.2024 | 1.20% | 2.10 CHF | 2.12 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 78'530 CHF | 79'433 CHF | 99.98% | 99.98% |
03.07.2024 | 1.11% | 2.11 CHF | 2.12 CHF | 116'000 | 116'000 | 52'040 | 52'040 | 108'672 CHF | 109'614 CHF | 99.98% | 99.98% |
02.07.2024 | 1.12% | 2.09 CHF | 2.10 CHF | 116'000 | 116'000 | 51'752 | 51'752 | 107'940 CHF | 108'878 CHF | 100.00% | 100.00% |