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 | 98'015 | 98'015 | 62'294 CHF | 63'274 CHF | 100.00% | 100.00% |
12.07.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'576 CHF | 61'576 CHF | 98.45% | 98.45% |
11.07.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'385 CHF | 62'385 CHF | 99.91% | 99.91% |
10.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'296 CHF | 61'296 CHF | 99.78% | 99.78% |
09.07.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'762 CHF | 59'762 CHF | 100.00% | 100.00% |
08.07.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'205 CHF | 62'205 CHF | 98.99% | 98.99% |
05.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'570 CHF | 64'570 CHF | 100.00% | 100.00% |
04.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'271 CHF | 62'271 CHF | 98.17% | 98.17% |
03.07.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'055 CHF | 58'055 CHF | 100.00% | 100.00% |
02.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'675 CHF | 55'675 CHF | 100.00% | 100.00% |