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 | 1.06% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'078 CHF | 47'231 CHF | 98.52% | 98.52% |
12.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'607 CHF | 46'839 CHF | 99.38% | 99.38% |
11.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'546 CHF | 46'788 CHF | 99.16% | 99.16% |
10.07.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'521 CHF | 44'267 CHF | 100.00% | 100.00% |
09.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'293 CHF | 44'077 CHF | 100.00% | 100.00% |
08.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'054 CHF | 43'879 CHF | 100.00% | 100.00% |
05.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'501 CHF | 43'417 CHF | 99.62% | 99.62% |
04.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'529 CHF | 43'441 CHF | 100.00% | 100.00% |
03.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 69'998 | 50'000 | 57'630 CHF | 41'666 CHF | 99.73% | 99.73% |
02.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'480 CHF | 40'128 CHF | 100.00% | 100.00% |