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 | 1.65% | 0.63 CHF | 0.64 CHF | 90'000 | 90'000 | 44'733 | 44'733 | 27'737 CHF | 28'187 CHF | 100.00% | 100.00% |
12.07.2024 | 1.88% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 46'863 | 46'863 | 25'902 CHF | 26'372 CHF | 100.00% | 100.00% |
11.07.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 46'862 | 46'862 | 24'970 CHF | 25'440 CHF | 100.00% | 100.00% |
10.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 46'911 | 46'911 | 23'515 CHF | 23'986 CHF | 99.90% | 99.90% |
09.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 46'782 | 46'782 | 24'592 CHF | 25'063 CHF | 100.00% | 100.00% |
08.07.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 46'819 | 46'819 | 24'146 CHF | 24'616 CHF | 100.00% | 100.00% |
05.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 46'905 | 46'905 | 23'038 CHF | 23'509 CHF | 99.90% | 99.90% |
04.07.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 40'000 | 40'000 | 34'683 | 34'683 | 17'351 CHF | 17'698 CHF | 100.00% | 100.00% |
03.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 46'865 | 46'865 | 24'806 CHF | 25'277 CHF | 100.00% | 100.00% |
02.07.2024 | 2.08% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 46'863 | 46'863 | 23'200 CHF | 23'671 CHF | 100.00% | 100.00% |