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 | 1.75% | 1.37 CHF | 1.38 CHF | 155'000 | 155'000 | 69'454 | 69'454 | 93'097 CHF | 94'357 CHF | 99.99% | 99.99% |
12.07.2024 | 1.76% | 1.36 CHF | 1.37 CHF | 155'000 | 155'000 | 68'428 | 68'428 | 90'697 CHF | 91'932 CHF | 99.98% | 99.98% |
11.07.2024 | 1.78% | 1.27 CHF | 1.28 CHF | 150'000 | 150'000 | 67'387 | 67'387 | 87'487 CHF | 88'711 CHF | 99.82% | 99.82% |
10.07.2024 | 1.77% | 1.32 CHF | 1.33 CHF | 150'000 | 150'000 | 67'410 | 67'410 | 88'357 CHF | 89'581 CHF | 100.00% | 100.00% |
09.07.2024 | 2.41% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 67'439 | 67'439 | 85'864 CHF | 87'421 CHF | 99.77% | 99.77% |
08.07.2024 | 2.07% | 1.19 CHF | 1.20 CHF | 145'000 | 145'000 | 66'583 | 66'583 | 81'866 CHF | 83'241 CHF | 99.92% | 99.92% |
05.07.2024 | 1.79% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 67'201 | 67'201 | 87'475 CHF | 88'698 CHF | 99.70% | 99.70% |
04.07.2024 | 2.22% | 1.30 CHF | 1.32 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 62'297 CHF | 63'601 CHF | 99.95% | 99.95% |
03.07.2024 | 2.41% | 1.31 CHF | 1.32 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 87'017 CHF | 88'588 CHF | 100.00% | 100.00% |
02.07.2024 | 2.42% | 1.26 CHF | 1.27 CHF | 150'000 | 150'000 | 66'980 | 66'980 | 84'535 CHF | 86'101 CHF | 99.99% | 99.99% |