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 | 1.40% | 1.70 CHF | 1.71 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 90'881 CHF | 91'857 CHF | 100.00% | 100.00% |
12.07.2024 | 1.05% | 1.68 CHF | 1.69 CHF | 120'000 | 120'000 | 54'680 | 54'680 | 93'606 CHF | 94'435 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 1.75 CHF | 1.76 CHF | 122'000 | 122'000 | 55'180 | 55'180 | 97'042 CHF | 97'879 CHF | 99.84% | 99.84% |
10.07.2024 | 1.03% | 1.77 CHF | 1.78 CHF | 122'000 | 122'000 | 54'895 | 54'895 | 96'228 CHF | 97'061 CHF | 100.00% | 100.00% |
09.07.2024 | 1.38% | 1.72 CHF | 1.73 CHF | 120'000 | 120'000 | 53'766 | 53'766 | 90'670 CHF | 91'643 CHF | 99.73% | 99.73% |
08.07.2024 | 1.45% | 1.64 CHF | 1.65 CHF | 118'000 | 118'000 | 53'242 | 53'242 | 85'854 CHF | 86'822 CHF | 100.00% | 100.00% |
05.07.2024 | 1.45% | 1.63 CHF | 1.64 CHF | 118'000 | 118'000 | 52'341 | 52'341 | 84'360 CHF | 85'307 CHF | 99.81% | 99.81% |
04.07.2024 | 1.57% | 1.60 CHF | 1.62 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 59'785 CHF | 60'688 CHF | 99.98% | 99.98% |
03.07.2024 | 1.46% | 1.61 CHF | 1.62 CHF | 116'000 | 116'000 | 52'040 | 52'040 | 82'558 CHF | 83'501 CHF | 99.98% | 99.98% |
02.07.2024 | 1.47% | 1.59 CHF | 1.60 CHF | 116'000 | 116'000 | 51'753 | 51'753 | 82'002 CHF | 82'940 CHF | 99.99% | 99.99% |