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 | 1.73% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 68'899 CHF | 70'099 CHF | 100.00% | 100.00% |
12.07.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 120'000 | 120'000 | 119'976 | 119'976 | 68'740 CHF | 69'940 CHF | 100.00% | 100.00% |
11.07.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 69'025 CHF | 70'325 CHF | 99.99% | 99.99% |
10.07.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 120'977 | 120'977 | 61'098 CHF | 62'308 CHF | 100.00% | 100.00% |
09.07.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 119'736 | 119'736 | 66'249 CHF | 67'449 CHF | 99.75% | 99.75% |
08.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 130'000 | 130'000 | 126'511 | 126'511 | 69'953 CHF | 71'220 CHF | 99.27% | 99.27% |
05.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 119'963 | 119'963 | 65'045 CHF | 66'245 CHF | 100.00% | 100.00% |
04.07.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 129'944 | 129'944 | 70'564 CHF | 71'864 CHF | 99.61% | 99.61% |
03.07.2024 | 1.83% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 120'501 | 120'501 | 65'303 CHF | 66'508 CHF | 100.00% | 100.00% |
02.07.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 65'845 CHF | 67'145 CHF | 99.99% | 99.99% |