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 | 1.36% | 0.73 CHF | 0.74 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 83'577 CHF | 84'722 CHF | 100.00% | 100.00% |
12.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 83'210 CHF | 84'355 CHF | 99.98% | 99.98% |
11.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 115'000 | 115'000 | 114'449 | 114'449 | 77'918 CHF | 79'063 CHF | 99.81% | 99.81% |
10.07.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 76'762 CHF | 77'956 CHF | 100.00% | 100.00% |
09.07.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 75'899 CHF | 77'094 CHF | 99.97% | 99.97% |
08.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 79'207 CHF | 80'400 CHF | 100.00% | 100.00% |
05.07.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 119'400 | 119'400 | 77'972 CHF | 79'166 CHF | 99.85% | 99.85% |
04.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 77'533 CHF | 78'729 CHF | 99.96% | 99.96% |
03.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 72'042 CHF | 73'237 CHF | 100.00% | 100.00% |
02.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 69'168 CHF | 70'363 CHF | 99.95% | 99.95% |