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 | 1.36% | 1.13 CHF | 1.14 CHF | 152'000 | 152'000 | 68'067 | 68'067 | 77'184 CHF | 78'068 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 1.16 CHF | 1.17 CHF | 153'000 | 153'000 | 69'073 | 69'073 | 80'911 CHF | 81'810 CHF | 100.00% | 100.00% |
11.07.2024 | 1.28% | 1.21 CHF | 1.22 CHF | 155'000 | 155'000 | 69'500 | 69'500 | 84'105 CHF | 85'009 CHF | 100.00% | 100.00% |
10.07.2024 | 1.37% | 1.23 CHF | 1.24 CHF | 154'000 | 154'000 | 67'943 | 67'943 | 80'206 CHF | 81'096 CHF | 100.00% | 100.00% |
09.07.2024 | 1.40% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 74'568 CHF | 75'446 CHF | 100.00% | 100.00% |
08.07.2024 | 1.44% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 67'314 | 67'314 | 72'386 CHF | 73'263 CHF | 99.71% | 99.71% |
05.07.2024 | 1.42% | 1.09 CHF | 1.10 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 73'368 CHF | 74'244 CHF | 100.00% | 100.00% |
04.07.2024 | 1.38% | 1.09 CHF | 1.10 CHF | 60'000 | 60'000 | 48'297 | 48'297 | 53'115 CHF | 53'800 CHF | 100.00% | 100.00% |
03.07.2024 | 1.38% | 1.09 CHF | 1.10 CHF | 149'000 | 149'000 | 67'184 | 67'184 | 74'418 CHF | 75'293 CHF | 100.00% | 100.00% |
02.07.2024 | 1.29% | 1.17 CHF | 1.18 CHF | 151'000 | 151'000 | 67'879 | 67'879 | 80'763 CHF | 81'645 CHF | 100.00% | 100.00% |