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 | 1.64% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'641 | 50'000 | 54'133 CHF | 30'700 CHF | 98.73% | 98.73% |
12.07.2024 | 1.57% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 81'926 | 50'000 | 51'804 CHF | 32'156 CHF | 99.38% | 99.38% |
11.07.2024 | 1.48% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'526 CHF | 50'930 CHF | 99.15% | 99.15% |
10.07.2024 | 1.38% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 76'672 | 75'000 | 54'989 CHF | 54'566 CHF | 100.00% | 100.00% |
09.07.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'920 CHF | 51'300 CHF | 100.00% | 100.00% |
08.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'693 CHF | 33'433 CHF | 100.00% | 100.00% |
05.07.2024 | 1.68% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 88'629 | 50'000 | 52'275 CHF | 30'028 CHF | 99.62% | 99.62% |
04.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 83'752 | 50'000 | 52'474 CHF | 31'844 CHF | 100.00% | 100.00% |
03.07.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'330 | 75'000 | 52'454 CHF | 49'734 CHF | 99.73% | 99.73% |
02.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 79'957 | 50'000 | 55'713 CHF | 35'340 CHF | 95.88% | 95.88% |