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 | 1.91% | 0.51 CHF | 0.52 CHF | 110'000 | 110'000 | 107'129 | 107'129 | 55'459 CHF | 56'530 CHF | 100.00% | 100.00% |
12.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 107'137 | 107'137 | 57'552 CHF | 58'623 CHF | 100.00% | 100.00% |
11.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 107'135 | 107'135 | 58'340 CHF | 59'411 CHF | 100.00% | 100.00% |
10.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 110'000 | 110'000 | 107'831 | 107'831 | 54'916 CHF | 55'995 CHF | 100.00% | 100.00% |
09.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 110'000 | 110'000 | 106'882 | 106'882 | 56'480 CHF | 57'552 CHF | 100.00% | 100.00% |
08.07.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 110'000 | 110'000 | 106'944 | 106'944 | 55'031 CHF | 56'102 CHF | 100.00% | 100.00% |
05.07.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 107'128 | 107'128 | 59'853 CHF | 60'924 CHF | 99.81% | 99.81% |
04.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 110'000 | 110'000 | 107'117 | 107'117 | 63'804 CHF | 64'875 CHF | 99.49% | 99.49% |
03.07.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 110'000 | 110'000 | 108'983 | 108'983 | 61'569 CHF | 62'659 CHF | 99.35% | 99.35% |
02.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 115'542 | 115'542 | 58'129 CHF | 59'284 CHF | 100.00% | 100.00% |