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 | 1.10% | 2.15 CHF | 2.16 CHF | 120'000 | 120'000 | 54'048 | 54'048 | 115'018 CHF | 115'994 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 2.13 CHF | 2.14 CHF | 120'000 | 120'000 | 54'681 | 54'681 | 118'081 CHF | 118'911 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 2.20 CHF | 2.21 CHF | 122'000 | 122'000 | 55'190 | 55'190 | 121'674 CHF | 122'511 CHF | 99.82% | 99.82% |
10.07.2024 | 0.82% | 2.22 CHF | 2.23 CHF | 122'000 | 122'000 | 54'894 | 54'894 | 120'880 CHF | 121'713 CHF | 100.00% | 100.00% |
09.07.2024 | 1.09% | 2.16 CHF | 2.17 CHF | 120'000 | 120'000 | 53'766 | 53'766 | 114'678 CHF | 115'651 CHF | 99.73% | 99.73% |
08.07.2024 | 1.13% | 2.09 CHF | 2.10 CHF | 118'000 | 118'000 | 53'242 | 53'242 | 109'660 CHF | 110'628 CHF | 100.00% | 100.00% |
05.07.2024 | 1.14% | 2.07 CHF | 2.08 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 107'859 CHF | 108'805 CHF | 99.81% | 99.81% |
04.07.2024 | 1.23% | 2.05 CHF | 2.07 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 76'628 CHF | 77'531 CHF | 99.98% | 99.98% |
03.07.2024 | 1.14% | 2.06 CHF | 2.07 CHF | 116'000 | 116'000 | 52'039 | 52'039 | 105'987 CHF | 106'930 CHF | 99.98% | 99.98% |
02.07.2024 | 1.15% | 2.04 CHF | 2.05 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 105'320 CHF | 106'257 CHF | 100.00% | 100.00% |