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 | 1.64% | 0.96 CHF | 0.97 CHF | 80'000 | 80'000 | 34'884 | 34'884 | 33'038 CHF | 33'495 CHF | 100.00% | 100.00% |
12.07.2024 | 1.61% | 0.94 CHF | 0.95 CHF | 80'000 | 80'000 | 34'881 | 34'881 | 33'119 CHF | 33'576 CHF | 100.00% | 100.00% |
11.07.2024 | 1.46% | 1.02 CHF | 1.03 CHF | 70'000 | 70'000 | 32'964 | 32'964 | 34'822 CHF | 35'260 CHF | 100.00% | 100.00% |
10.07.2024 | 1.48% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 32'754 | 32'754 | 34'476 CHF | 34'912 CHF | 100.00% | 100.00% |
09.07.2024 | 1.53% | 1.02 CHF | 1.03 CHF | 70'000 | 70'000 | 32'811 | 32'811 | 33'425 CHF | 33'862 CHF | 100.00% | 100.00% |
08.07.2024 | 1.60% | 0.96 CHF | 0.97 CHF | 80'000 | 80'000 | 34'854 | 34'854 | 33'628 CHF | 34'084 CHF | 100.00% | 100.00% |
05.07.2024 | 1.81% | 0.93 CHF | 0.94 CHF | 80'000 | 80'000 | 36'229 | 36'229 | 32'054 CHF | 32'526 CHF | 99.90% | 99.90% |
04.07.2024 | 1.69% | 0.90 CHF | 0.91 CHF | 40'000 | 40'000 | 29'287 | 29'287 | 26'363 CHF | 26'762 CHF | 100.00% | 100.00% |
03.07.2024 | 1.62% | 0.90 CHF | 0.91 CHF | 80'000 | 80'000 | 34'737 | 34'737 | 32'801 CHF | 33'256 CHF | 100.00% | 100.00% |
02.07.2024 | 1.69% | 0.92 CHF | 0.93 CHF | 80'000 | 80'000 | 36'621 | 36'621 | 33'468 CHF | 33'937 CHF | 99.99% | 99.99% |