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 | 1.48% | 0.70 CHF | 0.71 CHF | 115'000 | 115'000 | 51'504 | 51'504 | 35'347 CHF | 35'863 CHF | 100.00% | 100.00% |
12.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 112'900 | 112'900 | 50'888 | 50'888 | 34'559 CHF | 35'069 CHF | 100.00% | 100.00% |
11.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 114'900 | 114'900 | 50'963 | 50'963 | 34'911 CHF | 35'422 CHF | 99.99% | 99.99% |
10.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 116'000 | 116'000 | 52'222 | 52'222 | 34'959 CHF | 35'482 CHF | 100.00% | 100.00% |
09.07.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 124'200 | 124'200 | 56'160 | 56'160 | 35'591 CHF | 36'155 CHF | 100.00% | 100.00% |
08.07.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 127'500 | 127'500 | 57'429 | 57'429 | 35'499 CHF | 36'074 CHF | 100.00% | 100.00% |
05.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 124'200 | 124'200 | 54'851 | 54'851 | 34'423 CHF | 34'972 CHF | 99.90% | 99.90% |
04.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 48'500 | 48'500 | 38'826 | 38'826 | 25'124 CHF | 25'512 CHF | 100.00% | 100.00% |
03.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 120'900 | 120'900 | 54'228 | 54'228 | 34'898 CHF | 35'441 CHF | 100.00% | 100.00% |
02.07.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 132'200 | 132'200 | 59'109 | 59'109 | 35'038 CHF | 35'630 CHF | 100.00% | 100.00% |