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 | 1.89% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 67'372 | 67'372 | 35'537 CHF | 36'212 CHF | 100.00% | 100.00% |
12.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 67'375 | 67'375 | 35'508 CHF | 36'183 CHF | 100.00% | 100.00% |
11.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 67'348 | 67'348 | 35'105 CHF | 35'780 CHF | 100.00% | 100.00% |
10.07.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 67'342 | 67'342 | 32'549 CHF | 33'224 CHF | 99.90% | 99.90% |
09.07.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 69'000 | 69'000 | 31'469 CHF | 32'160 CHF | 99.77% | 99.77% |
08.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 67'792 | 67'792 | 31'910 CHF | 32'589 CHF | 99.28% | 99.28% |
05.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 155'000 | 155'000 | 69'363 | 69'363 | 31'390 CHF | 32'085 CHF | 99.89% | 99.89% |
04.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 48'350 | 48'350 | 22'262 CHF | 22'746 CHF | 99.57% | 99.57% |
03.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 155'000 | 155'000 | 68'257 | 68'257 | 31'406 CHF | 32'090 CHF | 100.00% | 100.00% |
02.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 67'405 | 67'405 | 31'896 CHF | 32'571 CHF | 100.00% | 100.00% |