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 | 1.83% | 1.31 CHF | 1.32 CHF | 155'000 | 155'000 | 69'461 | 69'461 | 89'148 CHF | 90'408 CHF | 100.00% | 100.00% |
12.07.2024 | 1.85% | 1.30 CHF | 1.31 CHF | 155'000 | 155'000 | 68'423 | 68'423 | 86'685 CHF | 87'921 CHF | 99.97% | 99.97% |
11.07.2024 | 1.86% | 1.22 CHF | 1.23 CHF | 150'000 | 150'000 | 67'377 | 67'377 | 83'576 CHF | 84'799 CHF | 99.85% | 99.85% |
10.07.2024 | 1.85% | 1.26 CHF | 1.27 CHF | 150'000 | 150'000 | 67'380 | 67'380 | 84'537 CHF | 85'760 CHF | 99.99% | 99.99% |
09.07.2024 | 2.52% | 1.23 CHF | 1.24 CHF | 150'000 | 150'000 | 67'453 | 67'453 | 81'966 CHF | 83'523 CHF | 99.73% | 99.73% |
08.07.2024 | 2.16% | 1.13 CHF | 1.14 CHF | 145'000 | 145'000 | 66'581 | 66'581 | 78'040 CHF | 79'415 CHF | 99.92% | 99.92% |
05.07.2024 | 1.87% | 1.24 CHF | 1.25 CHF | 150'000 | 150'000 | 67'190 | 67'190 | 83'647 CHF | 84'870 CHF | 99.69% | 99.69% |
04.07.2024 | 2.32% | 1.24 CHF | 1.26 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 59'473 CHF | 60'776 CHF | 99.95% | 99.95% |
03.07.2024 | 2.53% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 67'364 | 67'364 | 83'112 CHF | 84'682 CHF | 100.00% | 100.00% |
02.07.2024 | 2.54% | 1.20 CHF | 1.21 CHF | 150'000 | 150'000 | 66'982 | 66'982 | 80'625 CHF | 82'191 CHF | 99.99% | 99.99% |