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 | 1.53% | 1.56 CHF | 1.57 CHF | 155'000 | 155'000 | 69'455 | 69'455 | 106'295 CHF | 107'555 CHF | 99.99% | 99.99% |
12.07.2024 | 1.54% | 1.55 CHF | 1.56 CHF | 155'000 | 155'000 | 68'426 | 68'426 | 103'686 CHF | 104'922 CHF | 99.98% | 99.98% |
11.07.2024 | 1.55% | 1.46 CHF | 1.47 CHF | 150'000 | 150'000 | 67'384 | 67'384 | 100'282 CHF | 101'505 CHF | 99.82% | 99.82% |
10.07.2024 | 1.55% | 1.51 CHF | 1.52 CHF | 150'000 | 150'000 | 67'410 | 67'410 | 101'213 CHF | 102'436 CHF | 100.00% | 100.00% |
09.07.2024 | 2.10% | 1.48 CHF | 1.49 CHF | 150'000 | 150'000 | 67'440 | 67'440 | 98'709 CHF | 100'267 CHF | 99.77% | 99.77% |
08.07.2024 | 1.80% | 1.38 CHF | 1.39 CHF | 145'000 | 145'000 | 66'582 | 66'582 | 94'537 CHF | 95'911 CHF | 99.92% | 99.92% |
05.07.2024 | 1.56% | 1.48 CHF | 1.49 CHF | 150'000 | 150'000 | 67'193 | 67'193 | 100'339 CHF | 101'562 CHF | 99.69% | 99.69% |
04.07.2024 | 1.94% | 1.49 CHF | 1.51 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 71'514 CHF | 72'817 CHF | 99.95% | 99.95% |
03.07.2024 | 2.10% | 1.50 CHF | 1.51 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 99'914 CHF | 101'484 CHF | 100.00% | 100.00% |
02.07.2024 | 2.11% | 1.45 CHF | 1.46 CHF | 150'000 | 150'000 | 66'981 | 66'981 | 97'373 CHF | 98'938 CHF | 99.99% | 99.99% |