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 | 1.64% | 0.59 CHF | 0.60 CHF | 160'000 | 160'000 | 159'613 | 159'613 | 96'601 CHF | 98'197 CHF | 89.03% | 89.03% |
12.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 150'000 | 150'000 | 150'848 | 150'848 | 90'592 CHF | 92'101 CHF | 100.00% | 100.00% |
11.07.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 91'377 CHF | 92'977 CHF | 93.53% | 93.53% |
10.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 84'863 CHF | 86'463 CHF | 98.10% | 98.10% |
09.07.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 160'000 | 160'000 | 159'623 | 159'623 | 85'302 CHF | 86'902 CHF | 99.75% | 99.75% |
08.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 160'000 | 160'000 | 159'719 | 159'719 | 85'889 CHF | 87'489 CHF | 98.70% | 98.70% |
05.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 89'305 CHF | 90'905 CHF | 99.55% | 99.55% |
04.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 87'640 CHF | 89'240 CHF | 98.94% | 98.94% |
03.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 160'000 | 160'000 | 162'406 | 162'406 | 87'008 CHF | 88'632 CHF | 99.83% | 99.83% |
02.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 84'489 CHF | 86'189 CHF | 100.00% | 100.00% |