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 | 1.58% | 0.99 CHF | 1.00 CHF | 90'000 | 90'000 | 44'734 | 44'734 | 43'915 CHF | 44'524 CHF | 100.00% | 100.00% |
12.07.2024 | 1.55% | 0.98 CHF | 0.99 CHF | 90'000 | 90'000 | 44'755 | 44'755 | 44'231 CHF | 44'840 CHF | 99.93% | 99.93% |
11.07.2024 | 1.43% | 1.05 CHF | 1.06 CHF | 80'000 | 80'000 | 35'097 | 35'097 | 37'789 CHF | 38'248 CHF | 99.99% | 99.99% |
10.07.2024 | 1.45% | 1.07 CHF | 1.08 CHF | 80'000 | 80'000 | 34'884 | 34'884 | 37'542 CHF | 37'998 CHF | 100.00% | 100.00% |
09.07.2024 | 1.49% | 1.04 CHF | 1.05 CHF | 80'000 | 80'000 | 37'410 | 37'410 | 39'090 CHF | 39'574 CHF | 100.00% | 100.00% |
08.07.2024 | 1.55% | 0.99 CHF | 1.00 CHF | 90'000 | 90'000 | 44'686 | 44'686 | 44'667 CHF | 45'276 CHF | 100.00% | 100.00% |
05.07.2024 | 1.73% | 0.96 CHF | 0.97 CHF | 90'000 | 90'000 | 43'085 | 43'085 | 39'860 CHF | 40'456 CHF | 99.90% | 99.90% |
04.07.2024 | 1.62% | 0.94 CHF | 0.95 CHF | 40'000 | 40'000 | 34'565 | 34'565 | 32'477 CHF | 32'982 CHF | 100.00% | 100.00% |
03.07.2024 | 1.56% | 0.94 CHF | 0.95 CHF | 90'000 | 90'000 | 43'199 | 43'199 | 42'484 CHF | 43'077 CHF | 100.00% | 100.00% |
02.07.2024 | 1.63% | 0.96 CHF | 0.97 CHF | 90'000 | 90'000 | 42'877 | 42'877 | 40'752 CHF | 41'334 CHF | 99.99% | 99.99% |