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 | 0.90% | 2.04 CHF | 2.05 CHF | 124'000 | 124'000 | 55'331 | 55'331 | 111'769 CHF | 112'606 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 1.97 CHF | 1.98 CHF | 120'000 | 120'000 | 54'566 | 54'566 | 108'404 CHF | 109'229 CHF | 99.99% | 99.99% |
11.07.2024 | 0.88% | 1.99 CHF | 2.00 CHF | 122'000 | 122'000 | 55'045 | 55'045 | 111'190 CHF | 112'025 CHF | 99.85% | 99.85% |
10.07.2024 | 0.88% | 2.08 CHF | 2.09 CHF | 124'000 | 124'000 | 55'243 | 55'243 | 113'343 CHF | 114'179 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.99 CHF | 2.00 CHF | 120'000 | 120'000 | 54'669 | 54'669 | 109'217 CHF | 110'048 CHF | 99.74% | 99.74% |
08.07.2024 | 1.22% | 2.00 CHF | 2.01 CHF | 122'000 | 122'000 | 53'736 | 53'736 | 103'624 CHF | 104'597 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 1.92 CHF | 1.93 CHF | 118'000 | 118'000 | 53'099 | 53'099 | 101'373 CHF | 102'341 CHF | 99.70% | 99.70% |
04.07.2024 | 1.32% | 1.90 CHF | 1.92 CHF | 48'000 | 48'000 | 38'293 | 38'293 | 73'253 CHF | 74'178 CHF | 99.81% | 99.81% |
03.07.2024 | 1.23% | 1.93 CHF | 1.94 CHF | 118'000 | 118'000 | 52'483 | 52'483 | 99'979 CHF | 100'926 CHF | 100.00% | 100.00% |
02.07.2024 | 1.24% | 1.90 CHF | 1.91 CHF | 116'000 | 116'000 | 52'127 | 52'127 | 98'307 CHF | 99'251 CHF | 100.00% | 100.00% |