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 | 1.74% | 0.90 CHF | 0.91 CHF | 90'000 | 90'000 | 44'734 | 44'734 | 39'823 CHF | 40'432 CHF | 100.00% | 100.00% |
12.07.2024 | 1.71% | 0.89 CHF | 0.90 CHF | 90'000 | 90'000 | 44'731 | 44'731 | 39'956 CHF | 40'564 CHF | 100.00% | 100.00% |
11.07.2024 | 1.55% | 0.95 CHF | 0.96 CHF | 80'000 | 80'000 | 37'488 | 37'488 | 37'187 CHF | 37'670 CHF | 100.00% | 100.00% |
10.07.2024 | 1.58% | 0.98 CHF | 0.99 CHF | 80'000 | 80'000 | 37'284 | 37'284 | 36'751 CHF | 37'232 CHF | 100.00% | 100.00% |
09.07.2024 | 1.63% | 0.96 CHF | 0.97 CHF | 80'000 | 80'000 | 37'451 | 37'451 | 35'879 CHF | 36'364 CHF | 100.00% | 100.00% |
08.07.2024 | 1.70% | 0.91 CHF | 0.92 CHF | 90'000 | 90'000 | 44'684 | 44'684 | 40'716 CHF | 41'324 CHF | 100.00% | 100.00% |
05.07.2024 | 1.92% | 0.87 CHF | 0.88 CHF | 90'000 | 90'000 | 44'421 | 44'421 | 36'725 CHF | 37'331 CHF | 99.89% | 99.89% |
04.07.2024 | 1.82% | 0.84 CHF | 0.85 CHF | 40'000 | 40'000 | 34'565 | 34'565 | 28'996 CHF | 29'501 CHF | 100.00% | 100.00% |
03.07.2024 | 1.72% | 0.85 CHF | 0.86 CHF | 90'000 | 90'000 | 44'732 | 44'732 | 39'822 CHF | 40'431 CHF | 100.00% | 100.00% |
02.07.2024 | 1.79% | 0.86 CHF | 0.87 CHF | 90'000 | 90'000 | 43'900 | 43'900 | 37'856 CHF | 38'448 CHF | 99.99% | 99.99% |