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 | 1.48% | 1.61 CHF | 1.62 CHF | 120'000 | 120'000 | 54'048 | 54'048 | 85'926 CHF | 86'902 CHF | 100.00% | 100.00% |
12.07.2024 | 1.10% | 1.59 CHF | 1.60 CHF | 120'000 | 120'000 | 54'683 | 54'683 | 88'619 CHF | 89'449 CHF | 100.00% | 100.00% |
11.07.2024 | 1.07% | 1.66 CHF | 1.67 CHF | 122'000 | 122'000 | 55'186 | 55'186 | 91'971 CHF | 92'808 CHF | 99.82% | 99.82% |
10.07.2024 | 1.08% | 1.68 CHF | 1.69 CHF | 122'000 | 122'000 | 54'893 | 54'893 | 91'211 CHF | 92'043 CHF | 100.00% | 100.00% |
09.07.2024 | 1.47% | 1.62 CHF | 1.63 CHF | 120'000 | 120'000 | 53'765 | 53'765 | 85'642 CHF | 86'615 CHF | 99.74% | 99.74% |
08.07.2024 | 1.54% | 1.55 CHF | 1.56 CHF | 118'000 | 118'000 | 53'242 | 53'242 | 80'960 CHF | 81'928 CHF | 100.00% | 100.00% |
05.07.2024 | 1.54% | 1.53 CHF | 1.54 CHF | 118'000 | 118'000 | 52'341 | 52'341 | 79'585 CHF | 80'532 CHF | 99.81% | 99.81% |
04.07.2024 | 1.67% | 1.51 CHF | 1.53 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 56'397 CHF | 57'299 CHF | 99.98% | 99.98% |
03.07.2024 | 1.55% | 1.52 CHF | 1.53 CHF | 116'000 | 116'000 | 52'039 | 52'039 | 77'752 CHF | 78'695 CHF | 99.98% | 99.98% |
02.07.2024 | 1.56% | 1.50 CHF | 1.51 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 77'180 CHF | 78'118 CHF | 100.00% | 100.00% |