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 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 96'478 | 96'478 | 59'026 CHF | 59'991 CHF | 100.00% | 100.00% |
12.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 98'000 | 98'000 | 95'473 | 95'473 | 56'109 CHF | 57'063 CHF | 100.00% | 100.00% |
11.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 98'000 | 98'000 | 95'429 | 95'429 | 55'270 CHF | 56'225 CHF | 100.00% | 100.00% |
10.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 97'535 | 97'535 | 59'903 CHF | 60'879 CHF | 100.00% | 100.00% |
09.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 97'245 | 97'245 | 57'774 CHF | 58'747 CHF | 100.00% | 100.00% |
08.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 97'394 | 97'394 | 59'411 CHF | 60'385 CHF | 100.00% | 100.00% |
05.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 95'839 | 95'839 | 53'854 CHF | 54'812 CHF | 99.81% | 99.81% |
04.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 98'000 | 98'000 | 95'434 | 95'434 | 49'771 CHF | 50'725 CHF | 99.49% | 99.49% |
03.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 98'000 | 98'000 | 95'804 | 95'804 | 53'210 CHF | 54'168 CHF | 99.37% | 99.37% |
02.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 102'000 | 102'000 | 99'076 | 99'076 | 61'641 CHF | 62'632 CHF | 100.00% | 100.00% |