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 | 1.44% | 0.70 CHF | 0.71 CHF | 120'000 | 120'000 | 66'143 | 66'143 | 46'589 CHF | 47'252 CHF | 100.00% | 100.00% |
12.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 120'000 | 120'000 | 66'488 | 66'488 | 49'516 CHF | 50'184 CHF | 99.94% | 99.94% |
11.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 120'000 | 120'000 | 65'614 | 65'614 | 49'504 CHF | 50'168 CHF | 99.43% | 99.43% |
10.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 70'608 | 70'608 | 55'214 CHF | 55'921 CHF | 99.84% | 99.84% |
09.07.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 130'000 | 130'000 | 71'724 | 71'724 | 57'931 CHF | 58'649 CHF | 99.66% | 99.66% |
08.07.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 130'000 | 130'000 | 71'525 | 71'525 | 57'977 CHF | 58'695 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 130'000 | 130'000 | 71'459 | 71'459 | 56'748 CHF | 57'465 CHF | 99.52% | 99.52% |
04.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 65'000 | 65'000 | 58'015 | 58'015 | 47'310 CHF | 47'890 CHF | 98.93% | 98.93% |
03.07.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 130'000 | 130'000 | 70'302 | 70'302 | 59'822 CHF | 60'526 CHF | 98.22% | 98.22% |
02.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 130'000 | 130'000 | 71'269 | 71'269 | 63'151 CHF | 63'865 CHF | 100.00% | 100.00% |