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 | 2.04% | 1.18 CHF | 1.19 CHF | 155'000 | 155'000 | 69'455 | 69'455 | 79'853 CHF | 81'112 CHF | 99.99% | 99.99% |
12.07.2024 | 2.06% | 1.17 CHF | 1.18 CHF | 155'000 | 155'000 | 68'428 | 68'428 | 77'594 CHF | 78'830 CHF | 99.98% | 99.98% |
11.07.2024 | 2.08% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 67'387 | 67'387 | 74'537 CHF | 75'760 CHF | 99.82% | 99.82% |
10.07.2024 | 2.07% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 67'390 | 67'390 | 75'383 CHF | 76'607 CHF | 100.00% | 100.00% |
09.07.2024 | 2.84% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 67'443 | 67'443 | 72'841 CHF | 74'399 CHF | 99.76% | 99.76% |
08.07.2024 | 2.43% | 1.00 CHF | 1.01 CHF | 145'000 | 145'000 | 66'580 | 66'580 | 69'076 CHF | 70'450 CHF | 99.92% | 99.92% |
05.07.2024 | 2.10% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 67'203 | 67'203 | 74'549 CHF | 75'772 CHF | 99.70% | 99.70% |
04.07.2024 | 2.60% | 1.10 CHF | 1.12 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 53'014 CHF | 54'318 CHF | 99.95% | 99.95% |
03.07.2024 | 2.84% | 1.11 CHF | 1.12 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 74'033 CHF | 75'603 CHF | 100.00% | 100.00% |
02.07.2024 | 2.85% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 66'988 | 66'988 | 71'609 CHF | 73'175 CHF | 100.00% | 100.00% |