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 | 0.99% | 2.89 CHF | 2.90 CHF | 130'000 | 130'000 | 53'488 | 53'488 | 154'049 CHF | 155'157 CHF | 98.93% | 98.93% |
12.07.2024 | 1.06% | 2.85 CHF | 2.86 CHF | 130'000 | 130'000 | 53'156 | 53'156 | 146'821 CHF | 147'927 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 2.83 CHF | 2.84 CHF | 130'000 | 130'000 | 52'233 | 52'233 | 153'234 CHF | 154'331 CHF | 99.98% | 99.98% |
10.07.2024 | 0.98% | 2.97 CHF | 2.98 CHF | 130'000 | 130'000 | 53'377 | 53'377 | 157'159 CHF | 158'270 CHF | 99.56% | 99.56% |
09.07.2024 | 0.96% | 2.90 CHF | 2.91 CHF | 130'000 | 130'000 | 53'176 | 53'176 | 158'441 CHF | 159'549 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 2.94 CHF | 2.95 CHF | 130'000 | 130'000 | 52'820 | 52'820 | 152'992 CHF | 154'093 CHF | 100.00% | 100.00% |
05.07.2024 | 1.07% | 2.82 CHF | 2.83 CHF | 130'000 | 130'000 | 54'379 | 54'379 | 146'233 CHF | 147'341 CHF | 95.78% | 95.78% |
04.07.2024 | 1.15% | 2.56 CHF | 2.58 CHF | 40'000 | 40'000 | 34'696 | 34'696 | 89'306 CHF | 90'297 CHF | 97.97% | 97.97% |
03.07.2024 | 0.94% | 2.58 CHF | 2.59 CHF | 140'000 | 140'000 | 57'673 | 57'673 | 143'770 CHF | 144'791 CHF | 98.16% | 98.16% |
02.07.2024 | 0.99% | 2.39 CHF | 2.40 CHF | 150'000 | 150'000 | 59'195 | 59'195 | 140'142 CHF | 141'169 CHF | 99.78% | 99.78% |