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 | 1.37% | 1.74 CHF | 1.75 CHF | 120'000 | 120'000 | 54'048 | 54'048 | 92'837 CHF | 93'813 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 1.72 CHF | 1.73 CHF | 120'000 | 120'000 | 54'680 | 54'680 | 95'634 CHF | 96'464 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 1.79 CHF | 1.80 CHF | 122'000 | 122'000 | 55'195 | 55'195 | 99'048 CHF | 99'885 CHF | 99.82% | 99.82% |
10.07.2024 | 1.01% | 1.81 CHF | 1.82 CHF | 122'000 | 122'000 | 54'894 | 54'894 | 98'292 CHF | 99'125 CHF | 100.00% | 100.00% |
09.07.2024 | 1.36% | 1.75 CHF | 1.76 CHF | 120'000 | 120'000 | 53'765 | 53'765 | 92'571 CHF | 93'544 CHF | 99.75% | 99.75% |
08.07.2024 | 1.42% | 1.68 CHF | 1.69 CHF | 118'000 | 118'000 | 53'242 | 53'242 | 87'787 CHF | 88'755 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 1.66 CHF | 1.67 CHF | 118'000 | 118'000 | 52'338 | 52'338 | 86'258 CHF | 87'205 CHF | 99.81% | 99.81% |
04.07.2024 | 1.54% | 1.64 CHF | 1.66 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 61'214 CHF | 62'117 CHF | 99.98% | 99.98% |
03.07.2024 | 1.43% | 1.64 CHF | 1.65 CHF | 116'000 | 116'000 | 52'039 | 52'039 | 84'422 CHF | 85'365 CHF | 99.98% | 99.98% |
02.07.2024 | 1.44% | 1.63 CHF | 1.64 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 83'884 CHF | 84'821 CHF | 100.00% | 100.00% |