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 | 0.65% | 1.66 CHF | 1.67 CHF | 160'000 | 160'000 | 93'080 | 93'080 | 148'628 CHF | 149'563 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 170'000 | 170'000 | 94'342 | 94'342 | 150'758 CHF | 151'705 CHF | 99.99% | 99.99% |
11.07.2024 | 0.58% | 1.64 CHF | 1.65 CHF | 160'000 | 160'000 | 84'862 | 84'862 | 148'320 CHF | 149'172 CHF | 99.99% | 99.99% |
10.07.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 160'000 | 160'000 | 90'527 | 90'527 | 158'727 CHF | 159'636 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 160'000 | 160'000 | 90'360 | 90'360 | 158'169 CHF | 159'078 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 85'040 | 85'040 | 149'154 CHF | 150'009 CHF | 99.83% | 99.83% |
05.07.2024 | 0.61% | 1.79 CHF | 1.80 CHF | 160'000 | 160'000 | 90'528 | 90'528 | 154'100 CHF | 155'008 CHF | 100.00% | 100.00% |
04.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 80'000 | 80'000 | 74'683 | 74'683 | 123'414 CHF | 124'160 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 160'000 | 160'000 | 92'758 | 92'758 | 150'639 CHF | 151'570 CHF | 100.00% | 100.00% |
02.07.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 170'000 | 170'000 | 95'056 | 95'056 | 146'774 CHF | 147'729 CHF | 100.00% | 100.00% |