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 | 1.04% | 0.97 CHF | 0.98 CHF | 60'000 | 60'000 | 33'072 | 33'072 | 32'202 CHF | 32'533 CHF | 100.00% | 100.00% |
12.07.2024 | 1.15% | 0.94 CHF | 0.95 CHF | 60'000 | 60'000 | 33'289 | 33'289 | 29'804 CHF | 30'138 CHF | 99.94% | 99.94% |
11.07.2024 | 1.18% | 0.89 CHF | 0.90 CHF | 60'000 | 60'000 | 32'806 | 32'806 | 28'807 CHF | 29'139 CHF | 99.43% | 99.43% |
10.07.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 65'000 | 65'000 | 35'424 | 35'424 | 29'329 CHF | 29'684 CHF | 99.84% | 99.84% |
09.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 65'000 | 65'000 | 35'983 | 35'983 | 27'938 CHF | 28'298 CHF | 99.66% | 99.66% |
08.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 65'000 | 65'000 | 35'883 | 35'883 | 27'470 CHF | 27'830 CHF | 100.00% | 100.00% |
05.07.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 35'849 | 35'849 | 29'036 CHF | 29'395 CHF | 99.53% | 99.53% |
04.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 33'000 | 33'000 | 29'239 | 29'239 | 22'551 CHF | 22'843 CHF | 98.93% | 98.93% |
03.07.2024 | 1.46% | 0.77 CHF | 0.78 CHF | 65'000 | 65'000 | 35'268 | 35'268 | 24'933 CHF | 25'287 CHF | 98.22% | 98.22% |
02.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 22'822 CHF | 23'180 CHF | 100.00% | 100.00% |