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 | 1.24% | 1.26 CHF | 1.27 CHF | 310'000 | 310'000 | 138'919 | 138'919 | 173'276 CHF | 175'083 CHF | 100.00% | 100.00% |
12.07.2024 | 1.25% | 1.25 CHF | 1.26 CHF | 310'000 | 310'000 | 136'405 | 136'405 | 168'967 CHF | 170'735 CHF | 99.98% | 99.98% |
11.07.2024 | 1.26% | 1.21 CHF | 1.22 CHF | 300'000 | 300'000 | 134'236 | 134'236 | 164'332 CHF | 166'075 CHF | 99.83% | 99.83% |
10.07.2024 | 1.25% | 1.24 CHF | 1.25 CHF | 300'000 | 300'000 | 134'289 | 134'289 | 165'552 CHF | 167'296 CHF | 100.00% | 100.00% |
09.07.2024 | 1.45% | 1.22 CHF | 1.23 CHF | 300'000 | 300'000 | 134'359 | 134'359 | 163'184 CHF | 165'193 CHF | 99.75% | 99.75% |
08.07.2024 | 1.48% | 1.17 CHF | 1.18 CHF | 290'000 | 290'000 | 132'635 | 132'635 | 158'120 CHF | 160'136 CHF | 99.92% | 99.92% |
05.07.2024 | 1.26% | 1.22 CHF | 1.23 CHF | 300'000 | 300'000 | 133'880 | 133'880 | 164'528 CHF | 166'270 CHF | 99.70% | 99.70% |
04.07.2024 | 1.24% | 1.23 CHF | 1.24 CHF | 120'000 | 120'000 | 96'078 | 96'078 | 117'667 CHF | 119'027 CHF | 99.95% | 99.95% |
03.07.2024 | 1.46% | 1.23 CHF | 1.24 CHF | 300'000 | 300'000 | 134'198 | 134'198 | 164'754 CHF | 166'786 CHF | 100.00% | 100.00% |
02.07.2024 | 1.47% | 1.21 CHF | 1.22 CHF | 300'000 | 300'000 | 133'442 | 133'442 | 162'004 CHF | 164'029 CHF | 100.00% | 100.00% |