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 | 1.91% | 1.25 CHF | 1.26 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 66'573 CHF | 67'549 CHF | 100.00% | 100.00% |
12.07.2024 | 1.42% | 1.23 CHF | 1.24 CHF | 120'000 | 120'000 | 54'681 | 54'681 | 69'013 CHF | 69'843 CHF | 100.00% | 100.00% |
11.07.2024 | 1.36% | 1.30 CHF | 1.31 CHF | 122'000 | 122'000 | 55'192 | 55'192 | 72'199 CHF | 73'035 CHF | 99.83% | 99.83% |
10.07.2024 | 1.38% | 1.32 CHF | 1.33 CHF | 122'000 | 122'000 | 54'892 | 54'892 | 71'444 CHF | 72'276 CHF | 100.00% | 100.00% |
09.07.2024 | 1.90% | 1.26 CHF | 1.27 CHF | 120'000 | 120'000 | 53'766 | 53'766 | 66'305 CHF | 67'278 CHF | 99.73% | 99.73% |
08.07.2024 | 2.01% | 1.19 CHF | 1.20 CHF | 118'000 | 118'000 | 53'241 | 53'241 | 61'882 CHF | 62'850 CHF | 100.00% | 100.00% |
05.07.2024 | 2.02% | 1.17 CHF | 1.18 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 60'750 CHF | 61'697 CHF | 99.81% | 99.81% |
04.07.2024 | 2.19% | 1.15 CHF | 1.17 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 42'920 CHF | 43'823 CHF | 99.98% | 99.98% |
03.07.2024 | 2.05% | 1.15 CHF | 1.16 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 58'921 CHF | 59'864 CHF | 99.98% | 99.98% |
02.07.2024 | 2.06% | 1.14 CHF | 1.15 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 58'486 CHF | 59'424 CHF | 100.00% | 100.00% |