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 | 0.68% | 1.52 CHF | 1.53 CHF | 80'000 | 80'000 | 35'791 | 35'791 | 54'139 CHF | 54'498 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.51 CHF | 1.52 CHF | 80'000 | 80'000 | 35'076 | 35'076 | 51'461 CHF | 51'815 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 80'000 | 80'000 | 35'618 | 35'618 | 57'336 CHF | 57'693 CHF | 100.00% | 100.00% |
10.07.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 82'000 | 82'000 | 36'813 | 36'813 | 61'944 CHF | 62'314 CHF | 99.90% | 99.90% |
09.07.2024 | 0.73% | 1.72 CHF | 1.73 CHF | 84'000 | 84'000 | 35'691 | 35'691 | 60'952 CHF | 61'326 CHF | 99.66% | 99.66% |
08.07.2024 | 0.64% | 1.72 CHF | 1.73 CHF | 84'000 | 84'000 | 36'472 | 36'472 | 61'856 CHF | 62'232 CHF | 99.32% | 99.32% |
05.07.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 84'000 | 84'000 | 37'463 | 37'463 | 63'884 CHF | 64'260 CHF | 99.90% | 99.90% |
04.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 33'000 | 33'000 | 26'668 | 26'668 | 45'169 CHF | 45'436 CHF | 99.57% | 99.57% |
03.07.2024 | 0.66% | 1.73 CHF | 1.74 CHF | 84'000 | 84'000 | 34'868 | 34'868 | 60'333 CHF | 60'709 CHF | 100.00% | 100.00% |
02.07.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 84'000 | 84'000 | 37'449 | 37'449 | 66'907 CHF | 67'285 CHF | 100.00% | 100.00% |