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 | 1.38% | 0.74 CHF | 0.75 CHF | 60'000 | 60'000 | 33'073 | 33'073 | 24'405 CHF | 24'737 CHF | 100.00% | 100.00% |
12.07.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 60'000 | 60'000 | 33'290 | 33'290 | 27'209 CHF | 27'543 CHF | 99.94% | 99.94% |
11.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 60'000 | 60'000 | 32'813 | 32'813 | 27'423 CHF | 27'754 CHF | 99.43% | 99.43% |
10.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 65'000 | 65'000 | 35'426 | 35'426 | 31'555 CHF | 31'910 CHF | 99.84% | 99.84% |
09.07.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 65'000 | 65'000 | 35'984 | 35'984 | 33'889 CHF | 34'250 CHF | 99.66% | 99.66% |
08.07.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 65'000 | 65'000 | 35'884 | 35'884 | 34'043 CHF | 34'403 CHF | 100.00% | 100.00% |
05.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 65'000 | 65'000 | 35'850 | 35'850 | 32'629 CHF | 32'988 CHF | 99.53% | 99.53% |
04.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 33'000 | 33'000 | 29'240 | 29'240 | 27'845 CHF | 28'137 CHF | 98.93% | 98.93% |
03.07.2024 | 0.98% | 0.95 CHF | 0.96 CHF | 65'000 | 65'000 | 35'270 | 35'270 | 36'013 CHF | 36'366 CHF | 98.22% | 98.22% |
02.07.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 39'086 CHF | 39'445 CHF | 100.00% | 100.00% |