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 | 1.13% | 0.89 CHF | 0.90 CHF | 70'000 | 70'000 | 69'296 | 69'296 | 62'388 CHF | 63'082 CHF | 100.00% | 100.00% |
12.07.2024 | 1.14% | 0.94 CHF | 0.95 CHF | 80'000 | 80'000 | 79'195 | 79'195 | 70'406 CHF | 71'199 CHF | 100.00% | 100.00% |
11.07.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 80'000 | 80'000 | 79'195 | 79'195 | 64'670 CHF | 65'463 CHF | 99.97% | 99.97% |
10.07.2024 | 1.33% | 0.79 CHF | 0.80 CHF | 90'000 | 90'000 | 89'095 | 89'095 | 67'870 CHF | 68'761 CHF | 100.00% | 100.00% |
09.07.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 80'000 | 80'000 | 79'001 | 79'001 | 59'530 CHF | 60'323 CHF | 99.86% | 99.86% |
08.07.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 90'000 | 90'000 | 88'595 | 88'595 | 70'777 CHF | 71'665 CHF | 99.99% | 99.99% |
05.07.2024 | 1.29% | 0.73 CHF | 0.74 CHF | 90'000 | 90'000 | 88'891 | 88'891 | 70'097 CHF | 70'986 CHF | 100.00% | 100.00% |
04.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 90'000 | 90'000 | 89'095 | 89'095 | 69'875 CHF | 70'766 CHF | 100.00% | 100.00% |
03.07.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 90'000 | 90'000 | 89'095 | 89'095 | 63'561 CHF | 64'453 CHF | 100.00% | 100.00% |
02.07.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 80'000 | 80'000 | 79'195 | 79'195 | 54'408 CHF | 55'201 CHF | 100.00% | 100.00% |