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 | 1.67% | 1.43 CHF | 1.44 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 76'341 CHF | 77'317 CHF | 100.00% | 100.00% |
12.07.2024 | 1.24% | 1.41 CHF | 1.42 CHF | 120'000 | 120'000 | 54'680 | 54'680 | 78'900 CHF | 79'730 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 1.48 CHF | 1.49 CHF | 122'000 | 122'000 | 55'188 | 55'188 | 82'202 CHF | 83'039 CHF | 99.82% | 99.82% |
10.07.2024 | 1.21% | 1.50 CHF | 1.51 CHF | 122'000 | 122'000 | 54'893 | 54'893 | 81'397 CHF | 82'230 CHF | 100.00% | 100.00% |
09.07.2024 | 1.65% | 1.45 CHF | 1.46 CHF | 120'000 | 120'000 | 53'765 | 53'765 | 76'163 CHF | 77'136 CHF | 99.73% | 99.73% |
08.07.2024 | 1.74% | 1.37 CHF | 1.38 CHF | 118'000 | 118'000 | 53'241 | 53'241 | 71'505 CHF | 72'473 CHF | 100.00% | 100.00% |
05.07.2024 | 1.75% | 1.36 CHF | 1.37 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 70'231 CHF | 71'178 CHF | 99.81% | 99.81% |
04.07.2024 | 1.89% | 1.33 CHF | 1.35 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 49'671 CHF | 50'574 CHF | 99.98% | 99.98% |
03.07.2024 | 1.76% | 1.34 CHF | 1.35 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 68'426 CHF | 69'369 CHF | 99.98% | 99.98% |
02.07.2024 | 1.77% | 1.32 CHF | 1.33 CHF | 116'000 | 116'000 | 51'741 | 51'741 | 67'929 CHF | 68'867 CHF | 99.99% | 99.99% |