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 | 1.30% | 1.83 CHF | 1.84 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 97'949 CHF | 98'925 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 1.81 CHF | 1.82 CHF | 120'000 | 120'000 | 54'681 | 54'681 | 100'771 CHF | 101'601 CHF | 100.00% | 100.00% |
11.07.2024 | 0.95% | 1.88 CHF | 1.89 CHF | 122'000 | 122'000 | 55'189 | 55'189 | 104'278 CHF | 105'115 CHF | 99.82% | 99.82% |
10.07.2024 | 0.95% | 1.90 CHF | 1.91 CHF | 122'000 | 122'000 | 54'886 | 54'886 | 103'473 CHF | 104'306 CHF | 99.99% | 99.99% |
09.07.2024 | 1.28% | 1.85 CHF | 1.86 CHF | 120'000 | 120'000 | 53'756 | 53'756 | 97'720 CHF | 98'693 CHF | 99.77% | 99.77% |
08.07.2024 | 1.34% | 1.77 CHF | 1.78 CHF | 118'000 | 118'000 | 53'243 | 53'243 | 92'794 CHF | 93'762 CHF | 100.00% | 100.00% |
05.07.2024 | 1.34% | 1.76 CHF | 1.77 CHF | 118'000 | 118'000 | 52'342 | 52'342 | 91'212 CHF | 92'159 CHF | 99.81% | 99.81% |
04.07.2024 | 1.45% | 1.73 CHF | 1.75 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 64'684 CHF | 65'587 CHF | 99.98% | 99.98% |
03.07.2024 | 1.35% | 1.74 CHF | 1.75 CHF | 116'000 | 116'000 | 52'039 | 52'039 | 89'439 CHF | 90'382 CHF | 99.98% | 99.98% |
02.07.2024 | 1.36% | 1.72 CHF | 1.73 CHF | 116'000 | 116'000 | 51'746 | 51'746 | 88'757 CHF | 89'694 CHF | 99.99% | 99.99% |