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 | 1.22% | 1.50 CHF | 1.51 CHF | 124'000 | 124'000 | 55'330 | 55'330 | 81'881 CHF | 82'718 CHF | 100.00% | 100.00% |
12.07.2024 | 1.24% | 1.43 CHF | 1.44 CHF | 120'000 | 120'000 | 54'579 | 54'579 | 78'948 CHF | 79'774 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 1.45 CHF | 1.46 CHF | 122'000 | 122'000 | 55'051 | 55'051 | 81'457 CHF | 82'292 CHF | 99.83% | 99.83% |
10.07.2024 | 1.20% | 1.53 CHF | 1.54 CHF | 124'000 | 124'000 | 55'242 | 55'242 | 83'331 CHF | 84'167 CHF | 100.00% | 100.00% |
09.07.2024 | 1.23% | 1.45 CHF | 1.46 CHF | 120'000 | 120'000 | 54'664 | 54'664 | 79'594 CHF | 80'424 CHF | 99.73% | 99.73% |
08.07.2024 | 1.70% | 1.46 CHF | 1.47 CHF | 122'000 | 122'000 | 53'736 | 53'736 | 74'554 CHF | 75'527 CHF | 100.00% | 100.00% |
05.07.2024 | 1.70% | 1.37 CHF | 1.38 CHF | 118'000 | 118'000 | 53'101 | 53'101 | 72'574 CHF | 73'542 CHF | 99.71% | 99.71% |
04.07.2024 | 1.83% | 1.36 CHF | 1.38 CHF | 48'000 | 48'000 | 38'293 | 38'293 | 52'427 CHF | 53'353 CHF | 99.81% | 99.81% |
03.07.2024 | 1.72% | 1.39 CHF | 1.40 CHF | 118'000 | 118'000 | 52'483 | 52'483 | 71'434 CHF | 72'382 CHF | 100.00% | 100.00% |
02.07.2024 | 1.75% | 1.35 CHF | 1.36 CHF | 116'000 | 116'000 | 52'127 | 52'127 | 69'892 CHF | 70'836 CHF | 100.00% | 100.00% |