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 | 0.70% | 1.46 CHF | 1.47 CHF | 60'000 | 60'000 | 33'072 | 33'072 | 48'121 CHF | 48'452 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.42 CHF | 1.43 CHF | 60'000 | 60'000 | 33'289 | 33'289 | 45'847 CHF | 46'181 CHF | 99.94% | 99.94% |
11.07.2024 | 0.76% | 1.37 CHF | 1.38 CHF | 60'000 | 60'000 | 32'805 | 32'805 | 44'638 CHF | 44'970 CHF | 99.43% | 99.43% |
10.07.2024 | 0.78% | 1.34 CHF | 1.35 CHF | 65'000 | 65'000 | 35'426 | 35'426 | 46'483 CHF | 46'838 CHF | 99.84% | 99.84% |
09.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 65'000 | 65'000 | 35'983 | 35'983 | 45'366 CHF | 45'727 CHF | 99.66% | 99.66% |
08.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 65'000 | 65'000 | 35'884 | 35'884 | 44'799 CHF | 45'159 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 65'000 | 65'000 | 35'850 | 35'850 | 46'367 CHF | 46'726 CHF | 99.53% | 99.53% |
04.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 33'000 | 33'000 | 29'239 | 29'239 | 36'767 CHF | 37'059 CHF | 98.93% | 98.93% |
03.07.2024 | 0.86% | 1.26 CHF | 1.27 CHF | 65'000 | 65'000 | 35'268 | 35'268 | 41'999 CHF | 42'353 CHF | 98.22% | 98.22% |
02.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 40'197 CHF | 40'555 CHF | 100.00% | 100.00% |