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 | 1.30% | 0.76 CHF | 0.77 CHF | 80'000 | 80'000 | 35'790 | 35'790 | 27'591 CHF | 27'950 CHF | 100.00% | 100.00% |
12.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 80'000 | 80'000 | 35'074 | 35'074 | 28'827 CHF | 29'182 CHF | 100.00% | 100.00% |
11.07.2024 | 1.56% | 0.73 CHF | 0.74 CHF | 80'000 | 80'000 | 35'614 | 35'614 | 24'057 CHF | 24'414 CHF | 100.00% | 100.00% |
10.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 82'000 | 82'000 | 36'812 | 36'812 | 22'411 CHF | 22'781 CHF | 99.89% | 99.89% |
09.07.2024 | 2.15% | 0.57 CHF | 0.58 CHF | 84'000 | 84'000 | 35'675 | 35'675 | 20'749 CHF | 21'122 CHF | 99.70% | 99.70% |
08.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 84'000 | 84'000 | 36'471 | 36'471 | 21'540 CHF | 21'917 CHF | 99.32% | 99.32% |
05.07.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 84'000 | 84'000 | 37'462 | 37'462 | 22'068 CHF | 22'443 CHF | 99.89% | 99.89% |
04.07.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 33'000 | 33'000 | 26'663 | 26'663 | 16'140 CHF | 16'407 CHF | 99.66% | 99.66% |
03.07.2024 | 2.07% | 0.56 CHF | 0.57 CHF | 84'000 | 84'000 | 34'868 | 34'868 | 19'950 CHF | 20'325 CHF | 100.00% | 100.00% |
02.07.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 84'000 | 84'000 | 37'443 | 37'443 | 19'483 CHF | 19'861 CHF | 99.99% | 99.99% |