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 | 1.07% | 2.23 CHF | 2.24 CHF | 155'000 | 155'000 | 69'460 | 69'460 | 152'638 CHF | 153'898 CHF | 100.00% | 100.00% |
12.07.2024 | 1.07% | 2.21 CHF | 2.22 CHF | 155'000 | 155'000 | 68'426 | 68'426 | 149'247 CHF | 150'483 CHF | 99.98% | 99.98% |
11.07.2024 | 1.08% | 2.13 CHF | 2.14 CHF | 150'000 | 150'000 | 67'387 | 67'387 | 145'183 CHF | 146'406 CHF | 99.83% | 99.83% |
10.07.2024 | 1.07% | 2.18 CHF | 2.19 CHF | 150'000 | 150'000 | 67'410 | 67'410 | 146'261 CHF | 147'484 CHF | 100.00% | 100.00% |
09.07.2024 | 1.44% | 2.15 CHF | 2.16 CHF | 150'000 | 150'000 | 67'450 | 67'450 | 143'786 CHF | 145'343 CHF | 99.73% | 99.73% |
08.07.2024 | 1.23% | 2.05 CHF | 2.06 CHF | 145'000 | 145'000 | 66'583 | 66'583 | 138'940 CHF | 140'315 CHF | 99.92% | 99.92% |
05.07.2024 | 1.08% | 2.15 CHF | 2.16 CHF | 150'000 | 150'000 | 67'206 | 67'206 | 145'215 CHF | 146'438 CHF | 99.70% | 99.70% |
04.07.2024 | 1.34% | 2.16 CHF | 2.18 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 103'894 CHF | 105'198 CHF | 99.95% | 99.95% |
03.07.2024 | 1.45% | 2.17 CHF | 2.18 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 145'101 CHF | 146'671 CHF | 100.00% | 100.00% |
02.07.2024 | 1.45% | 2.12 CHF | 2.13 CHF | 150'000 | 150'000 | 66'989 | 66'989 | 142'444 CHF | 144'010 CHF | 100.00% | 100.00% |