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 | 1.47% | 1.04 CHF | 1.05 CHF | 230'000 | 230'000 | 73'865 | 73'865 | 77'452 CHF | 78'312 CHF | 98.87% | 98.87% |
12.07.2024 | 1.45% | 1.05 CHF | 1.06 CHF | 230'000 | 230'000 | 73'262 | 73'262 | 77'019 CHF | 77'875 CHF | 100.00% | 100.00% |
11.07.2024 | 1.62% | 1.00 CHF | 1.01 CHF | 225'000 | 225'000 | 70'431 | 70'431 | 69'046 CHF | 69'870 CHF | 99.97% | 99.97% |
10.07.2024 | 1.62% | 0.99 CHF | 1.00 CHF | 220'000 | 220'000 | 70'221 | 70'221 | 67'583 CHF | 68'404 CHF | 99.90% | 99.90% |
09.07.2024 | 1.61% | 0.91 CHF | 0.92 CHF | 215'000 | 215'000 | 69'252 | 69'252 | 64'364 CHF | 65'174 CHF | 99.98% | 99.98% |
08.07.2024 | 1.61% | 0.96 CHF | 0.97 CHF | 220'000 | 220'000 | 70'315 | 70'315 | 67'012 CHF | 67'833 CHF | 99.98% | 99.98% |
05.07.2024 | 1.62% | 0.95 CHF | 0.96 CHF | 220'000 | 220'000 | 69'941 | 69'941 | 66'767 CHF | 67'585 CHF | 99.70% | 99.70% |
04.07.2024 | 1.59% | 0.97 CHF | 0.98 CHF | 44'000 | 44'000 | 32'353 | 32'353 | 31'063 CHF | 31'503 CHF | 94.01% | 94.01% |
03.07.2024 | 1.67% | 0.94 CHF | 0.95 CHF | 220'000 | 220'000 | 69'146 | 69'146 | 64'342 CHF | 65'151 CHF | 99.52% | 99.52% |
02.07.2024 | 1.56% | 0.95 CHF | 0.96 CHF | 215'000 | 215'000 | 69'111 | 69'111 | 66'672 CHF | 67'478 CHF | 100.00% | 100.00% |