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 | 1.81% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 33'071 | 33'071 | 18'566 CHF | 18'897 CHF | 99.99% | 99.99% |
12.07.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 33'290 | 33'290 | 21'364 CHF | 21'698 CHF | 99.94% | 99.94% |
11.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 60'000 | 60'000 | 32'817 | 32'817 | 21'662 CHF | 21'994 CHF | 99.43% | 99.43% |
10.07.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 65'000 | 65'000 | 35'426 | 35'426 | 25'280 CHF | 25'635 CHF | 99.84% | 99.84% |
09.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 65'000 | 65'000 | 35'983 | 35'983 | 27'554 CHF | 27'915 CHF | 99.66% | 99.66% |
08.07.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 65'000 | 65'000 | 35'885 | 35'885 | 27'749 CHF | 28'109 CHF | 100.00% | 100.00% |
05.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 65'000 | 65'000 | 35'851 | 35'851 | 26'362 CHF | 26'721 CHF | 99.53% | 99.53% |
04.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 33'000 | 33'000 | 29'240 | 29'240 | 22'651 CHF | 22'943 CHF | 98.93% | 98.93% |
03.07.2024 | 1.18% | 0.78 CHF | 0.79 CHF | 65'000 | 65'000 | 35'270 | 35'270 | 29'783 CHF | 30'137 CHF | 98.22% | 98.22% |
02.07.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 32'745 CHF | 33'104 CHF | 100.00% | 100.00% |