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 | 0.77% | 1.43 CHF | 1.44 CHF | 130'000 | 130'000 | 77'050 | 77'050 | 104'731 CHF | 105'505 CHF | 88.65% | 88.65% |
12.07.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 130'000 | 130'000 | 76'041 | 76'041 | 102'953 CHF | 103'716 CHF | 93.64% | 93.64% |
11.07.2024 | 0.66% | 1.40 CHF | 1.41 CHF | 130'000 | 130'000 | 69'745 | 69'745 | 106'683 CHF | 107'383 CHF | 96.39% | 96.39% |
10.07.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 130'000 | 130'000 | 70'387 | 70'387 | 107'591 CHF | 108'298 CHF | 98.34% | 98.34% |
09.07.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 130'000 | 130'000 | 69'406 | 69'406 | 105'807 CHF | 106'505 CHF | 96.72% | 96.72% |
08.07.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 130'000 | 130'000 | 70'495 | 70'495 | 106'465 CHF | 107'173 CHF | 96.66% | 96.66% |
05.07.2024 | 0.73% | 1.54 CHF | 1.55 CHF | 130'000 | 130'000 | 75'650 | 75'650 | 108'382 CHF | 109'142 CHF | 81.00% | 81.00% |
04.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 70'000 | 70'000 | 64'914 | 64'914 | 89'274 CHF | 89'923 CHF | 93.52% | 93.52% |
03.07.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 130'000 | 130'000 | 77'982 | 77'982 | 104'455 CHF | 105'238 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 1.28 CHF | 1.29 CHF | 140'000 | 140'000 | 78'862 | 78'862 | 98'223 CHF | 99'015 CHF | 98.25% | 98.25% |