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 | 1.79% | 0.58 CHF | 0.59 CHF | 120'000 | 120'000 | 53'526 | 53'526 | 30'561 CHF | 31'098 CHF | 100.00% | 100.00% |
12.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 110'000 | 110'000 | 51'392 | 51'392 | 29'505 CHF | 30'022 CHF | 100.00% | 100.00% |
11.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 47'068 | 47'068 | 30'523 CHF | 30'996 CHF | 100.00% | 100.00% |
10.07.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 46'865 | 46'865 | 30'184 CHF | 30'654 CHF | 100.00% | 100.00% |
09.07.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 47'718 | 47'718 | 29'696 CHF | 30'176 CHF | 100.00% | 100.00% |
08.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 110'000 | 110'000 | 51'347 | 51'347 | 29'963 CHF | 30'479 CHF | 100.00% | 100.00% |
05.07.2024 | 2.01% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 52'431 | 52'431 | 27'714 CHF | 28'245 CHF | 99.89% | 99.89% |
04.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 39'248 | 39'248 | 21'165 CHF | 21'559 CHF | 100.00% | 100.00% |
03.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 51'101 | 51'101 | 29'103 CHF | 29'616 CHF | 100.00% | 100.00% |
02.07.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 52'074 | 52'074 | 28'491 CHF | 29'015 CHF | 100.00% | 100.00% |