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 | 0.84% | 1.17 CHF | 1.18 CHF | 120'000 | 120'000 | 118'778 | 118'778 | 143'741 CHF | 144'930 CHF | 99.57% | 99.57% |
12.07.2024 | 0.90% | 1.32 CHF | 1.33 CHF | 130'000 | 130'000 | 128'670 | 128'670 | 145'234 CHF | 146'523 CHF | 99.95% | 99.95% |
11.07.2024 | 1.03% | 1.06 CHF | 1.07 CHF | 140'000 | 140'000 | 138'331 | 138'331 | 136'992 CHF | 138'376 CHF | 99.44% | 99.44% |
10.07.2024 | 1.13% | 0.97 CHF | 0.98 CHF | 140'000 | 140'000 | 146'559 | 146'559 | 131'692 CHF | 133'159 CHF | 99.99% | 99.99% |
09.07.2024 | 1.14% | 0.82 CHF | 0.83 CHF | 140'000 | 140'000 | 138'256 | 138'256 | 124'466 CHF | 125'853 CHF | 99.72% | 99.72% |
08.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 140'000 | 140'000 | 138'334 | 138'334 | 142'740 CHF | 144'128 CHF | 99.26% | 99.26% |
05.07.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 140'000 | 140'000 | 130'845 | 130'845 | 142'726 CHF | 144'036 CHF | 99.89% | 99.89% |
04.07.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 140'000 | 140'000 | 138'585 | 138'585 | 139'977 CHF | 141'364 CHF | 99.55% | 99.55% |
03.07.2024 | 1.05% | 1.01 CHF | 1.02 CHF | 140'000 | 140'000 | 138'574 | 138'574 | 133'885 CHF | 135'272 CHF | 99.95% | 99.95% |
02.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 140'000 | 140'000 | 138'530 | 138'530 | 129'372 CHF | 130'759 CHF | 100.00% | 100.00% |