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 | 1.13% | 0.88 CHF | 0.89 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 100'814 CHF | 101'959 CHF | 100.00% | 100.00% |
12.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 100'438 CHF | 101'584 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 115'000 | 115'000 | 114'452 | 114'452 | 95'127 CHF | 96'273 CHF | 99.99% | 99.99% |
10.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 94'651 CHF | 95'845 CHF | 100.00% | 100.00% |
09.07.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 93'794 CHF | 94'989 CHF | 100.00% | 100.00% |
08.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 97'047 CHF | 98'241 CHF | 100.00% | 100.00% |
05.07.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 95'862 CHF | 97'056 CHF | 100.00% | 100.00% |
04.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 95'437 CHF | 96'632 CHF | 100.00% | 100.00% |
03.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 89'933 CHF | 91'128 CHF | 100.00% | 100.00% |
02.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 87'014 CHF | 88'209 CHF | 99.99% | 99.99% |