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 | 1.26% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'358 CHF | 40'041 CHF | 98.72% | 98.72% |
12.07.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 68'919 | 50'000 | 56'381 CHF | 41'421 CHF | 99.38% | 99.38% |
11.07.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'064 CHF | 64'814 CHF | 99.15% | 99.15% |
10.07.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'781 CHF | 68'531 CHF | 100.00% | 100.00% |
09.07.2024 | 1.16% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'372 CHF | 65'122 CHF | 100.00% | 100.00% |
08.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 61'089 | 50'000 | 51'483 CHF | 42'655 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'545 CHF | 39'460 CHF | 99.62% | 99.62% |
04.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 57'083 CHF | 41'274 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'036 CHF | 63'786 CHF | 99.73% | 99.73% |
02.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'850 CHF | 44'542 CHF | 100.00% | 100.00% |