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 | 1.64% | 1.46 CHF | 1.47 CHF | 120'000 | 120'000 | 54'048 | 54'048 | 77'852 CHF | 78'828 CHF | 100.00% | 100.00% |
12.07.2024 | 1.22% | 1.44 CHF | 1.45 CHF | 120'000 | 120'000 | 54'679 | 54'679 | 80'413 CHF | 81'243 CHF | 100.00% | 100.00% |
11.07.2024 | 1.18% | 1.51 CHF | 1.52 CHF | 122'000 | 122'000 | 55'192 | 55'192 | 83'744 CHF | 84'581 CHF | 99.82% | 99.82% |
10.07.2024 | 1.19% | 1.53 CHF | 1.54 CHF | 122'000 | 122'000 | 54'892 | 54'892 | 82'955 CHF | 83'788 CHF | 100.00% | 100.00% |
09.07.2024 | 1.62% | 1.47 CHF | 1.48 CHF | 120'000 | 120'000 | 53'757 | 53'757 | 77'563 CHF | 78'536 CHF | 99.77% | 99.77% |
08.07.2024 | 1.70% | 1.40 CHF | 1.41 CHF | 118'000 | 118'000 | 53'241 | 53'241 | 72'968 CHF | 73'936 CHF | 100.00% | 100.00% |
05.07.2024 | 1.71% | 1.38 CHF | 1.39 CHF | 118'000 | 118'000 | 52'332 | 52'332 | 71'672 CHF | 72'619 CHF | 99.80% | 99.80% |
04.07.2024 | 1.85% | 1.36 CHF | 1.38 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 50'755 CHF | 51'658 CHF | 99.98% | 99.98% |
03.07.2024 | 1.73% | 1.36 CHF | 1.37 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 69'839 CHF | 70'782 CHF | 99.98% | 99.98% |
02.07.2024 | 1.74% | 1.35 CHF | 1.36 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 69'367 CHF | 70'305 CHF | 100.00% | 100.00% |