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 | 2.18% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 64'677 | 50'000 | 54'063 CHF | 42'737 CHF | 98.72% | 98.72% |
12.07.2024 | 1.90% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 67'771 | 50'000 | 56'304 CHF | 42'350 CHF | 99.38% | 99.38% |
11.07.2024 | 1.79% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'601 CHF | 43'775 CHF | 99.16% | 99.16% |
10.07.2024 | 1.95% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'103 CHF | 44'273 CHF | 100.00% | 100.00% |
09.07.2024 | 1.93% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'037 CHF | 44'210 CHF | 100.00% | 100.00% |
08.07.2024 | 2.09% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'041 | 50'000 | 50'986 CHF | 43'356 CHF | 100.00% | 100.00% |
05.07.2024 | 2.07% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'001 | 50'000 | 50'511 CHF | 42'974 CHF | 99.62% | 99.62% |
04.07.2024 | 2.03% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 50'892 CHF | 43'280 CHF | 100.00% | 100.00% |
03.07.2024 | 1.79% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'139 CHF | 44'234 CHF | 99.73% | 99.73% |
02.07.2024 | 1.83% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'141 CHF | 45'101 CHF | 100.00% | 100.00% |