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 | 1.65% | 0.62 CHF | 0.63 CHF | 160'000 | 160'000 | 72'078 | 72'078 | 44'659 CHF | 45'383 CHF | 99.86% | 99.86% |
12.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 160'000 | 160'000 | 72'258 | 72'258 | 44'889 CHF | 45'614 CHF | 99.53% | 99.53% |
11.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 140'000 | 140'000 | 65'508 | 65'508 | 43'909 CHF | 44'567 CHF | 99.67% | 99.67% |
10.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 140'000 | 140'000 | 65'452 | 65'452 | 43'920 CHF | 44'577 CHF | 99.93% | 99.93% |
09.07.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 140'000 | 140'000 | 65'289 | 65'289 | 42'674 CHF | 43'331 CHF | 99.76% | 99.76% |
08.07.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 160'000 | 160'000 | 72'045 | 72'045 | 45'231 CHF | 45'955 CHF | 99.89% | 99.89% |
05.07.2024 | 1.84% | 0.61 CHF | 0.62 CHF | 160'000 | 160'000 | 67'256 | 67'256 | 39'590 CHF | 40'284 CHF | 99.56% | 99.56% |
04.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 70'000 | 70'000 | 53'891 | 53'891 | 32'283 CHF | 32'823 CHF | 100.00% | 100.00% |
03.07.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 160'000 | 160'000 | 72'164 | 72'164 | 44'719 CHF | 45'444 CHF | 100.00% | 100.00% |
02.07.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 160'000 | 160'000 | 71'061 | 71'061 | 42'719 CHF | 43'432 CHF | 100.00% | 100.00% |