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 | 1.48% | 0.71 CHF | 0.72 CHF | 90'000 | 90'000 | 44'734 | 44'734 | 30'974 CHF | 31'423 CHF | 100.00% | 100.00% |
12.07.2024 | 1.65% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 46'858 | 46'858 | 29'399 CHF | 29'869 CHF | 99.99% | 99.99% |
11.07.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 46'858 | 46'858 | 28'546 CHF | 29'017 CHF | 99.99% | 99.99% |
10.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 46'910 | 46'910 | 27'203 CHF | 27'674 CHF | 99.90% | 99.90% |
09.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 46'775 | 46'775 | 28'098 CHF | 28'568 CHF | 100.00% | 100.00% |
08.07.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 46'819 | 46'819 | 27'816 CHF | 28'286 CHF | 100.00% | 100.00% |
05.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 46'907 | 46'907 | 26'726 CHF | 27'197 CHF | 99.90% | 99.90% |
04.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 40'000 | 40'000 | 34'683 | 34'683 | 20'077 CHF | 20'423 CHF | 100.00% | 100.00% |
03.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 46'864 | 46'864 | 28'385 CHF | 28'856 CHF | 100.00% | 100.00% |
02.07.2024 | 1.79% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 46'863 | 46'863 | 26'996 CHF | 27'467 CHF | 100.00% | 100.00% |