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 | 2.33% | 1.04 CHF | 1.05 CHF | 155'000 | 155'000 | 69'455 | 69'455 | 70'165 CHF | 71'424 CHF | 99.99% | 99.99% |
12.07.2024 | 2.35% | 1.03 CHF | 1.04 CHF | 155'000 | 155'000 | 68'426 | 68'426 | 68'095 CHF | 69'330 CHF | 99.98% | 99.98% |
11.07.2024 | 2.38% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 67'377 | 67'377 | 65'197 CHF | 66'420 CHF | 99.81% | 99.81% |
10.07.2024 | 2.36% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 67'410 | 67'410 | 65'999 CHF | 67'223 CHF | 100.00% | 100.00% |
09.07.2024 | 3.25% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 67'452 | 67'452 | 63'533 CHF | 65'090 CHF | 99.73% | 99.73% |
08.07.2024 | 2.79% | 0.86 CHF | 0.87 CHF | 145'000 | 145'000 | 66'582 | 66'582 | 59'882 CHF | 61'257 CHF | 99.92% | 99.92% |
05.07.2024 | 2.40% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 67'201 | 67'201 | 65'212 CHF | 66'435 CHF | 99.70% | 99.70% |
04.07.2024 | 2.98% | 0.96 CHF | 0.98 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 46'291 CHF | 47'595 CHF | 99.95% | 99.95% |
03.07.2024 | 3.25% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 67'364 | 67'364 | 64'622 CHF | 66'192 CHF | 100.00% | 100.00% |
02.07.2024 | 3.27% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 66'988 | 66'988 | 62'252 CHF | 63'818 CHF | 100.00% | 100.00% |