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 | 1.44% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'788 CHF | 45'474 CHF | 94.29% | 94.29% |
12.07.2024 | 1.38% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'911 CHF | 44'707 CHF | 99.01% | 99.01% |
11.07.2024 | 1.36% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 61'505 | 50'000 | 52'017 CHF | 42'890 CHF | 98.80% | 98.80% |
10.07.2024 | 1.41% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'249 CHF | 39'300 CHF | 99.37% | 99.37% |
09.07.2024 | 1.62% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'463 | 50'000 | 51'809 CHF | 37'374 CHF | 99.81% | 99.81% |
08.07.2024 | 1.36% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'019 | 50'000 | 54'972 CHF | 39'794 CHF | 100.00% | 100.00% |
05.07.2024 | 1.47% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'394 CHF | 39'427 CHF | 98.91% | 98.91% |
04.07.2024 | 1.36% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'166 CHF | 40'669 CHF | 100.00% | 100.00% |
03.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02.07.2024 | 1.58% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'301 CHF | 34'479 CHF | 98.97% | 98.97% |