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 | 3.50% | 1.13 CHF | 1.14 CHF | 70'000 | 70'000 | 24'584 | 24'584 | 28'744 CHF | 29'172 CHF | 91.44% | 91.44% |
12.07.2024 | 1.87% | 1.31 CHF | 1.32 CHF | 60'000 | 60'000 | 30'502 | 30'502 | 38'399 CHF | 38'987 CHF | 98.44% | 98.44% |
11.07.2024 | 2.02% | 1.23 CHF | 1.24 CHF | 70'000 | 70'000 | 32'161 | 32'161 | 37'896 CHF | 38'502 CHF | 98.10% | 98.10% |
10.07.2024 | 2.09% | 1.12 CHF | 1.13 CHF | 70'000 | 70'000 | 32'272 | 32'272 | 36'209 CHF | 36'823 CHF | 96.42% | 96.42% |
09.07.2024 | 2.08% | 1.13 CHF | 1.14 CHF | 70'000 | 70'000 | 32'752 | 32'752 | 36'636 CHF | 37'249 CHF | 99.43% | 99.43% |
08.07.2024 | 2.07% | 1.11 CHF | 1.12 CHF | 70'000 | 70'000 | 32'192 | 32'192 | 36'198 CHF | 36'811 CHF | 97.88% | 97.88% |
05.07.2024 | 2.10% | 1.12 CHF | 1.13 CHF | 70'000 | 70'000 | 32'423 | 32'423 | 36'101 CHF | 36'715 CHF | 97.24% | 97.24% |
04.07.2024 | 5.51% | 1.11 CHF | 1.13 CHF | 30'000 | 30'000 | 10'334 | 10'334 | 11'454 CHF | 11'788 CHF | 98.52% | 98.52% |
03.07.2024 | 2.19% | 1.10 CHF | 1.11 CHF | 70'000 | 70'000 | 31'275 | 31'275 | 33'612 CHF | 34'183 CHF | 97.20% | 97.20% |
02.07.2024 | 2.25% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 32'595 | 32'595 | 33'578 CHF | 34'193 CHF | 98.83% | 98.83% |