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 | 1.56% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 97'792 | 97'792 | 62'106 CHF | 63'084 CHF | 100.00% | 100.00% |
12.07.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'193 CHF | 57'193 CHF | 99.69% | 99.69% |
11.07.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 98'744 | 98'744 | 63'443 CHF | 64'430 CHF | 99.02% | 99.02% |
10.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'530 CHF | 54'280 CHF | 96.11% | 96.11% |
09.07.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'623 CHF | 53'373 CHF | 99.67% | 99.67% |
08.07.2024 | 1.61% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 97'715 | 97'715 | 60'204 CHF | 61'181 CHF | 99.85% | 99.85% |
05.07.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'111 CHF | 56'111 CHF | 100.00% | 100.00% |
04.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'323 CHF | 58'323 CHF | 100.00% | 100.00% |
03.07.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'574 CHF | 58'574 CHF | 99.25% | 99.25% |
02.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'288 CHF | 64'288 CHF | 99.67% | 99.67% |