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 | 1.09% | 1.86 CHF | 1.88 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 176'246 CHF | 178'171 CHF | 100.00% | 100.00% |
12.07.2024 | 1.09% | 1.84 CHF | 1.86 CHF | 96'000 | 96'000 | 96'228 | 96'228 | 175'493 CHF | 177'417 CHF | 99.99% | 99.99% |
11.07.2024 | 1.07% | 1.80 CHF | 1.82 CHF | 96'000 | 96'000 | 96'671 | 96'671 | 179'290 CHF | 181'225 CHF | 99.99% | 99.99% |
10.07.2024 | 1.02% | 1.92 CHF | 1.94 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 192'490 CHF | 194'464 CHF | 100.00% | 100.00% |
09.07.2024 | 1.05% | 1.96 CHF | 1.98 CHF | 99'000 | 99'000 | 97'660 | 97'660 | 185'805 CHF | 187'758 CHF | 99.73% | 99.73% |
08.07.2024 | 1.01% | 2.00 CHF | 2.02 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 196'151 CHF | 198'132 CHF | 99.32% | 99.32% |
05.07.2024 | 1.00% | 1.98 CHF | 2.00 CHF | 99'000 | 99'000 | 99'201 | 99'201 | 196'792 CHF | 198'776 CHF | 100.00% | 100.00% |
04.07.2024 | 0.99% | 2.00 CHF | 2.02 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 200'593 CHF | 202'588 CHF | 99.65% | 99.65% |
03.07.2024 | 0.98% | 2.04 CHF | 2.06 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 203'638 CHF | 205'641 CHF | 100.00% | 100.00% |
02.07.2024 | 0.90% | 2.16 CHF | 2.18 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 228'415 CHF | 230'489 CHF | 100.00% | 100.00% |