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 | 1.42% | 1.10 CHF | 1.11 CHF | 90'000 | 90'000 | 44'734 | 44'734 | 49'005 CHF | 49'614 CHF | 100.00% | 100.00% |
12.07.2024 | 1.40% | 1.09 CHF | 1.10 CHF | 90'000 | 90'000 | 44'731 | 44'731 | 49'192 CHF | 49'801 CHF | 100.00% | 100.00% |
11.07.2024 | 1.29% | 1.15 CHF | 1.16 CHF | 80'000 | 80'000 | 37'488 | 37'488 | 44'657 CHF | 45'140 CHF | 100.00% | 100.00% |
10.07.2024 | 1.31% | 1.18 CHF | 1.19 CHF | 80'000 | 80'000 | 37'284 | 37'284 | 44'341 CHF | 44'822 CHF | 100.00% | 100.00% |
09.07.2024 | 1.35% | 1.16 CHF | 1.17 CHF | 80'000 | 80'000 | 37'451 | 37'451 | 43'364 CHF | 43'848 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 1.11 CHF | 1.12 CHF | 90'000 | 90'000 | 44'686 | 44'686 | 49'752 CHF | 50'360 CHF | 100.00% | 100.00% |
05.07.2024 | 1.53% | 1.08 CHF | 1.09 CHF | 90'000 | 90'000 | 44'420 | 44'420 | 46'123 CHF | 46'729 CHF | 99.89% | 99.89% |
04.07.2024 | 1.45% | 1.06 CHF | 1.07 CHF | 40'000 | 40'000 | 34'565 | 34'565 | 36'408 CHF | 36'913 CHF | 100.00% | 100.00% |
03.07.2024 | 1.40% | 1.05 CHF | 1.06 CHF | 90'000 | 90'000 | 44'732 | 44'732 | 48'974 CHF | 49'583 CHF | 100.00% | 100.00% |
02.07.2024 | 1.46% | 1.07 CHF | 1.08 CHF | 90'000 | 90'000 | 43'904 | 43'904 | 46'781 CHF | 47'373 CHF | 100.00% | 100.00% |