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 | 1.53% | 1.55 CHF | 1.56 CHF | 120'000 | 120'000 | 54'043 | 54'043 | 82'852 CHF | 83'827 CHF | 99.99% | 99.99% |
12.07.2024 | 1.14% | 1.54 CHF | 1.55 CHF | 120'000 | 120'000 | 54'678 | 54'678 | 85'529 CHF | 86'358 CHF | 100.00% | 100.00% |
11.07.2024 | 1.11% | 1.60 CHF | 1.61 CHF | 122'000 | 122'000 | 55'192 | 55'192 | 88'891 CHF | 89'728 CHF | 99.83% | 99.83% |
10.07.2024 | 1.12% | 1.62 CHF | 1.63 CHF | 122'000 | 122'000 | 54'886 | 54'886 | 88'138 CHF | 88'971 CHF | 99.99% | 99.99% |
09.07.2024 | 1.52% | 1.57 CHF | 1.58 CHF | 120'000 | 120'000 | 53'755 | 53'755 | 82'721 CHF | 83'694 CHF | 99.77% | 99.77% |
08.07.2024 | 1.59% | 1.49 CHF | 1.50 CHF | 118'000 | 118'000 | 53'242 | 53'242 | 77'966 CHF | 78'934 CHF | 100.00% | 100.00% |
05.07.2024 | 1.60% | 1.48 CHF | 1.49 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 76'569 CHF | 77'515 CHF | 99.81% | 99.81% |
04.07.2024 | 1.73% | 1.45 CHF | 1.47 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 54'197 CHF | 55'100 CHF | 99.98% | 99.98% |
03.07.2024 | 1.62% | 1.46 CHF | 1.47 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 74'798 CHF | 75'741 CHF | 99.98% | 99.98% |
02.07.2024 | 1.62% | 1.44 CHF | 1.45 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 74'253 CHF | 75'191 CHF | 100.00% | 100.00% |