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 | 2.23% | 1.08 CHF | 1.09 CHF | 155'000 | 155'000 | 69'460 | 69'460 | 73'270 CHF | 74'530 CHF | 100.00% | 100.00% |
12.07.2024 | 2.25% | 1.07 CHF | 1.08 CHF | 155'000 | 155'000 | 68'428 | 68'428 | 71'031 CHF | 72'267 CHF | 99.98% | 99.98% |
11.07.2024 | 2.28% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 67'386 | 67'386 | 68'153 CHF | 69'376 CHF | 99.83% | 99.83% |
10.07.2024 | 2.26% | 1.03 CHF | 1.04 CHF | 150'000 | 150'000 | 67'401 | 67'401 | 69'073 CHF | 70'297 CHF | 99.99% | 99.99% |
09.07.2024 | 3.11% | 1.00 CHF | 1.01 CHF | 150'000 | 150'000 | 67'441 | 67'441 | 66'446 CHF | 68'004 CHF | 99.76% | 99.76% |
08.07.2024 | 2.67% | 0.90 CHF | 0.91 CHF | 145'000 | 145'000 | 66'582 | 66'582 | 62'762 CHF | 64'137 CHF | 99.92% | 99.92% |
05.07.2024 | 2.30% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 67'205 | 67'205 | 68'224 CHF | 69'447 CHF | 99.70% | 99.70% |
04.07.2024 | 2.85% | 1.01 CHF | 1.03 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 48'334 CHF | 49'638 CHF | 99.95% | 99.95% |
03.07.2024 | 3.11% | 1.02 CHF | 1.03 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 67'583 CHF | 69'153 CHF | 100.00% | 100.00% |
02.07.2024 | 3.13% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 66'979 | 66'979 | 65'132 CHF | 66'698 CHF | 99.99% | 99.99% |