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 | 1.88% | 1.27 CHF | 1.28 CHF | 120'000 | 120'000 | 54'046 | 54'046 | 67'729 CHF | 68'705 CHF | 100.00% | 100.00% |
12.07.2024 | 1.39% | 1.26 CHF | 1.27 CHF | 120'000 | 120'000 | 54'681 | 54'681 | 70'252 CHF | 71'082 CHF | 100.00% | 100.00% |
11.07.2024 | 1.34% | 1.32 CHF | 1.33 CHF | 122'000 | 122'000 | 55'194 | 55'194 | 73'436 CHF | 74'273 CHF | 99.82% | 99.82% |
10.07.2024 | 1.36% | 1.34 CHF | 1.35 CHF | 122'000 | 122'000 | 54'893 | 54'893 | 72'715 CHF | 73'548 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 1.29 CHF | 1.30 CHF | 120'000 | 120'000 | 53'757 | 53'757 | 67'598 CHF | 68'570 CHF | 99.77% | 99.77% |
08.07.2024 | 1.97% | 1.21 CHF | 1.22 CHF | 118'000 | 118'000 | 53'241 | 53'241 | 63'058 CHF | 64'026 CHF | 100.00% | 100.00% |
05.07.2024 | 1.98% | 1.20 CHF | 1.21 CHF | 118'000 | 118'000 | 52'338 | 52'338 | 61'884 CHF | 62'831 CHF | 99.81% | 99.81% |
04.07.2024 | 2.15% | 1.17 CHF | 1.19 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 43'681 CHF | 44'584 CHF | 99.98% | 99.98% |
03.07.2024 | 2.01% | 1.18 CHF | 1.19 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 60'101 CHF | 61'044 CHF | 99.98% | 99.98% |
02.07.2024 | 2.02% | 1.16 CHF | 1.17 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 59'587 CHF | 60'524 CHF | 100.00% | 100.00% |