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 | 1.28% | 1.50 CHF | 1.52 CHF | 73'000 | 73'000 | 72'104 | 72'104 | 111'704 CHF | 113'146 CHF | 100.00% | 100.00% |
12.07.2024 | 1.29% | 1.57 CHF | 1.59 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 110'731 CHF | 112'173 CHF | 100.00% | 100.00% |
11.07.2024 | 1.35% | 1.53 CHF | 1.55 CHF | 72'000 | 72'000 | 72'843 | 72'843 | 107'348 CHF | 108'805 CHF | 99.99% | 99.99% |
10.07.2024 | 1.44% | 1.40 CHF | 1.42 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 102'295 CHF | 103'775 CHF | 100.00% | 100.00% |
09.07.2024 | 1.42% | 1.35 CHF | 1.37 CHF | 75'000 | 75'000 | 74'164 | 74'164 | 103'417 CHF | 104'900 CHF | 99.74% | 99.74% |
08.07.2024 | 1.42% | 1.39 CHF | 1.41 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 103'347 CHF | 104'827 CHF | 99.31% | 99.31% |
05.07.2024 | 1.38% | 1.40 CHF | 1.42 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 105'604 CHF | 107'073 CHF | 100.00% | 100.00% |
04.07.2024 | 1.40% | 1.43 CHF | 1.45 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 104'757 CHF | 106'237 CHF | 99.63% | 99.63% |
03.07.2024 | 1.43% | 1.39 CHF | 1.41 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 103'069 CHF | 104'554 CHF | 100.00% | 100.00% |
02.07.2024 | 1.53% | 1.32 CHF | 1.34 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 98'159 CHF | 99'667 CHF | 100.00% | 100.00% |