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 | 1.02% | 2.80 CHF | 2.81 CHF | 130'000 | 130'000 | 53'501 | 53'501 | 149'452 CHF | 150'561 CHF | 98.92% | 98.92% |
12.07.2024 | 1.10% | 2.76 CHF | 2.77 CHF | 130'000 | 130'000 | 53'156 | 53'156 | 142'287 CHF | 143'393 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 2.75 CHF | 2.76 CHF | 130'000 | 130'000 | 52'251 | 52'251 | 148'796 CHF | 149'893 CHF | 99.99% | 99.99% |
10.07.2024 | 1.01% | 2.88 CHF | 2.89 CHF | 130'000 | 130'000 | 53'377 | 53'377 | 152'506 CHF | 153'617 CHF | 99.56% | 99.56% |
09.07.2024 | 0.99% | 2.82 CHF | 2.83 CHF | 130'000 | 130'000 | 53'169 | 53'169 | 153'841 CHF | 154'949 CHF | 100.00% | 100.00% |
08.07.2024 | 1.03% | 2.85 CHF | 2.86 CHF | 130'000 | 130'000 | 52'823 | 52'823 | 148'478 CHF | 149'579 CHF | 100.00% | 100.00% |
05.07.2024 | 1.11% | 2.73 CHF | 2.74 CHF | 130'000 | 130'000 | 54'378 | 54'378 | 141'554 CHF | 142'662 CHF | 95.76% | 95.76% |
04.07.2024 | 1.19% | 2.47 CHF | 2.49 CHF | 40'000 | 40'000 | 34'697 | 34'697 | 86'322 CHF | 87'309 CHF | 97.93% | 97.93% |
03.07.2024 | 0.97% | 2.50 CHF | 2.51 CHF | 140'000 | 140'000 | 57'936 | 57'936 | 139'340 CHF | 140'362 CHF | 98.22% | 98.22% |
02.07.2024 | 1.03% | 2.31 CHF | 2.32 CHF | 150'000 | 150'000 | 59'190 | 59'190 | 135'035 CHF | 136'062 CHF | 99.77% | 99.77% |