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 | 1.98% | 0.50 CHF | 0.51 CHF | 90'000 | 90'000 | 87'655 | 87'655 | 43'884 CHF | 44'760 CHF | 100.00% | 100.00% |
12.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 90'000 | 90'000 | 87'658 | 87'658 | 47'191 CHF | 48'067 CHF | 100.00% | 100.00% |
11.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 90'000 | 90'000 | 87'656 | 87'656 | 47'066 CHF | 47'942 CHF | 100.00% | 100.00% |
10.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 90'000 | 90'000 | 87'655 | 87'655 | 46'109 CHF | 46'985 CHF | 100.00% | 100.00% |
09.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 90'000 | 90'000 | 87'453 | 87'453 | 47'013 CHF | 47'890 CHF | 100.00% | 100.00% |
08.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 90'000 | 90'000 | 87'498 | 87'498 | 47'741 CHF | 48'618 CHF | 100.00% | 100.00% |
05.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90'000 | 90'000 | 87'650 | 87'650 | 49'756 CHF | 50'633 CHF | 99.81% | 99.81% |
04.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 90'000 | 90'000 | 87'643 | 87'643 | 47'950 CHF | 48'826 CHF | 99.49% | 99.49% |
03.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 90'000 | 90'000 | 87'637 | 87'637 | 46'052 CHF | 46'928 CHF | 99.35% | 99.35% |
02.07.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 90'000 | 90'000 | 87'654 | 87'654 | 39'555 CHF | 40'432 CHF | 100.00% | 100.00% |