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 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 96'478 | 96'478 | 64'465 CHF | 65'430 CHF | 100.00% | 100.00% |
12.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 98'000 | 98'000 | 95'473 | 95'473 | 61'456 CHF | 62'411 CHF | 100.00% | 100.00% |
11.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 98'000 | 98'000 | 95'427 | 95'427 | 60'576 CHF | 61'531 CHF | 100.00% | 100.00% |
10.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 97'535 | 97'535 | 65'481 CHF | 66'456 CHF | 100.00% | 100.00% |
09.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 97'245 | 97'245 | 63'169 CHF | 64'141 CHF | 100.00% | 100.00% |
08.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 97'394 | 97'394 | 64'776 CHF | 65'749 CHF | 99.99% | 99.99% |
05.07.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 95'839 | 95'839 | 59'164 CHF | 60'123 CHF | 99.81% | 99.81% |
04.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 98'000 | 98'000 | 95'434 | 95'434 | 55'019 CHF | 55'973 CHF | 99.49% | 99.49% |
03.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 98'000 | 98'000 | 95'803 | 95'803 | 58'403 CHF | 59'361 CHF | 99.35% | 99.35% |
02.07.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 102'000 | 102'000 | 99'077 | 99'077 | 67'051 CHF | 68'042 CHF | 100.00% | 100.00% |