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 | 1.40% | 1.12 CHF | 1.13 CHF | 80'000 | 80'000 | 34'884 | 34'884 | 38'728 CHF | 39'185 CHF | 100.00% | 100.00% |
12.07.2024 | 1.38% | 1.11 CHF | 1.12 CHF | 80'000 | 80'000 | 34'881 | 34'881 | 38'748 CHF | 39'204 CHF | 100.00% | 100.00% |
11.07.2024 | 1.26% | 1.18 CHF | 1.19 CHF | 70'000 | 70'000 | 32'963 | 32'963 | 40'261 CHF | 40'698 CHF | 99.99% | 99.99% |
10.07.2024 | 1.28% | 1.21 CHF | 1.22 CHF | 70'000 | 70'000 | 32'754 | 32'754 | 39'850 CHF | 40'285 CHF | 100.00% | 100.00% |
09.07.2024 | 1.32% | 1.18 CHF | 1.19 CHF | 70'000 | 70'000 | 32'809 | 32'809 | 38'864 CHF | 39'300 CHF | 100.00% | 100.00% |
08.07.2024 | 1.37% | 1.13 CHF | 1.14 CHF | 80'000 | 80'000 | 34'852 | 34'852 | 39'414 CHF | 39'870 CHF | 100.00% | 100.00% |
05.07.2024 | 1.53% | 1.09 CHF | 1.10 CHF | 80'000 | 80'000 | 34'679 | 34'679 | 36'184 CHF | 36'639 CHF | 99.89% | 99.89% |
04.07.2024 | 1.45% | 1.06 CHF | 1.07 CHF | 40'000 | 40'000 | 29'287 | 29'287 | 30'906 CHF | 31'305 CHF | 100.00% | 100.00% |
03.07.2024 | 1.38% | 1.06 CHF | 1.07 CHF | 80'000 | 80'000 | 34'883 | 34'883 | 38'658 CHF | 39'115 CHF | 100.00% | 100.00% |
02.07.2024 | 1.44% | 1.08 CHF | 1.09 CHF | 80'000 | 80'000 | 34'330 | 34'330 | 36'910 CHF | 37'355 CHF | 100.00% | 100.00% |