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 | 1.23% | 1.92 CHF | 1.93 CHF | 120'000 | 120'000 | 54'048 | 54'048 | 102'989 CHF | 103'965 CHF | 100.00% | 100.00% |
12.07.2024 | 0.92% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 54'683 | 54'683 | 105'956 CHF | 106'786 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 1.98 CHF | 1.99 CHF | 122'000 | 122'000 | 55'182 | 55'182 | 109'408 CHF | 110'245 CHF | 99.81% | 99.81% |
10.07.2024 | 0.91% | 2.00 CHF | 2.01 CHF | 122'000 | 122'000 | 54'893 | 54'893 | 108'689 CHF | 109'522 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 1.94 CHF | 1.95 CHF | 120'000 | 120'000 | 53'758 | 53'758 | 102'730 CHF | 103'703 CHF | 99.77% | 99.77% |
08.07.2024 | 1.27% | 1.87 CHF | 1.88 CHF | 118'000 | 118'000 | 53'242 | 53'242 | 97'821 CHF | 98'789 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 1.85 CHF | 1.86 CHF | 118'000 | 118'000 | 52'342 | 52'342 | 96'151 CHF | 97'098 CHF | 99.81% | 99.81% |
04.07.2024 | 1.38% | 1.82 CHF | 1.84 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 68'261 CHF | 69'164 CHF | 99.98% | 99.98% |
03.07.2024 | 1.28% | 1.83 CHF | 1.84 CHF | 116'000 | 116'000 | 52'039 | 52'039 | 94'313 CHF | 95'255 CHF | 99.98% | 99.98% |
02.07.2024 | 1.29% | 1.82 CHF | 1.83 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 93'711 CHF | 94'649 CHF | 100.00% | 100.00% |