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 | 2.28% | 1.43 CHF | 1.44 CHF | 80'000 | 80'000 | 37'286 | 37'286 | 51'574 CHF | 52'460 CHF | 100.00% | 100.00% |
12.07.2024 | 2.31% | 1.32 CHF | 1.33 CHF | 80'000 | 80'000 | 37'256 | 37'256 | 49'836 CHF | 50'722 CHF | 99.92% | 99.92% |
11.07.2024 | 2.18% | 1.35 CHF | 1.36 CHF | 80'000 | 80'000 | 37'299 | 37'299 | 52'034 CHF | 52'920 CHF | 99.60% | 99.60% |
10.07.2024 | 2.20% | 1.47 CHF | 1.48 CHF | 80'000 | 80'000 | 37'307 | 37'307 | 53'214 CHF | 54'102 CHF | 99.64% | 99.64% |
09.07.2024 | 2.30% | 1.33 CHF | 1.34 CHF | 80'000 | 80'000 | 37'245 | 37'245 | 49'839 CHF | 50'723 CHF | 99.70% | 99.70% |
08.07.2024 | 1.95% | 1.34 CHF | 1.35 CHF | 90'000 | 90'000 | 44'680 | 44'680 | 54'754 CHF | 55'617 CHF | 99.99% | 99.99% |
05.07.2024 | 1.95% | 1.20 CHF | 1.21 CHF | 90'000 | 90'000 | 44'818 | 44'818 | 53'538 CHF | 54'404 CHF | 99.65% | 99.65% |
04.07.2024 | 2.16% | 1.17 CHF | 1.19 CHF | 40'000 | 40'000 | 29'280 | 29'280 | 35'070 CHF | 35'779 CHF | 99.67% | 99.67% |
03.07.2024 | 1.99% | 1.22 CHF | 1.23 CHF | 90'000 | 90'000 | 44'731 | 44'731 | 52'898 CHF | 53'763 CHF | 100.00% | 100.00% |
02.07.2024 | 2.02% | 1.17 CHF | 1.18 CHF | 90'000 | 90'000 | 44'760 | 44'760 | 51'994 CHF | 52'859 CHF | 99.91% | 99.91% |