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 | 1.28% | 0.84 CHF | 0.85 CHF | 190'000 | 190'000 | 88'179 | 88'179 | 69'976 CHF | 70'859 CHF | 100.00% | 100.00% |
12.07.2024 | 1.47% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 90'221 | 90'221 | 63'399 CHF | 64'303 CHF | 100.00% | 100.00% |
11.07.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 89'002 | 89'002 | 68'360 CHF | 69'252 CHF | 99.99% | 99.99% |
10.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 89'426 | 89'426 | 63'307 CHF | 64'203 CHF | 100.00% | 100.00% |
09.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 89'460 | 89'460 | 65'028 CHF | 65'924 CHF | 100.00% | 100.00% |
08.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 88'936 | 88'936 | 63'349 CHF | 64'240 CHF | 99.58% | 99.58% |
05.07.2024 | 1.77% | 0.66 CHF | 0.67 CHF | 210'000 | 210'000 | 94'660 | 94'660 | 56'467 CHF | 57'415 CHF | 99.63% | 99.63% |
04.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 84'000 | 84'000 | 67'511 | 67'511 | 38'038 CHF | 38'713 CHF | 100.00% | 100.00% |
03.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 210'000 | 210'000 | 93'805 | 93'805 | 53'614 CHF | 54'554 CHF | 100.00% | 100.00% |
02.07.2024 | 1.84% | 0.59 CHF | 0.60 CHF | 210'000 | 210'000 | 91'144 | 91'144 | 51'437 CHF | 52'351 CHF | 99.98% | 99.98% |