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 | 1.81% | 0.57 CHF | 0.58 CHF | 130'000 | 130'000 | 60'976 | 60'976 | 34'486 CHF | 35'099 CHF | 100.00% | 100.00% |
12.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 130'000 | 130'000 | 60'971 | 60'971 | 34'598 CHF | 35'210 CHF | 100.00% | 100.00% |
11.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 110'000 | 110'000 | 51'584 | 51'584 | 32'878 CHF | 33'396 CHF | 100.00% | 100.00% |
10.07.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 110'000 | 110'000 | 51'396 | 51'396 | 32'498 CHF | 33'014 CHF | 100.00% | 100.00% |
09.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 53'659 | 53'659 | 32'988 CHF | 33'528 CHF | 100.00% | 100.00% |
08.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 130'000 | 130'000 | 60'907 | 60'907 | 35'219 CHF | 35'832 CHF | 100.00% | 100.00% |
05.07.2024 | 2.04% | 0.55 CHF | 0.56 CHF | 130'000 | 130'000 | 62'962 | 62'962 | 32'727 CHF | 33'364 CHF | 99.89% | 99.89% |
04.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 49'208 | 49'208 | 25'888 CHF | 26'381 CHF | 100.00% | 100.00% |
03.07.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 130'000 | 130'000 | 60'975 | 60'975 | 34'392 CHF | 35'005 CHF | 100.00% | 100.00% |
02.07.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 130'000 | 130'000 | 59'869 | 59'869 | 32'643 CHF | 33'245 CHF | 100.00% | 100.00% |