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 | 1.66% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'641 CHF | 30'301 CHF | 99.78% | 99.78% |
12.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 89'981 | 49'990 | 54'235 CHF | 30'631 CHF | 97.74% | 97.74% |
11.07.2024 | 2.19% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 85'168 | 47'584 | 51'559 CHF | 29'303 CHF | 97.08% | 97.08% |
10.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'685 CHF | 30'881 CHF | 100.00% | 100.00% |
09.07.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 89'822 | 50'000 | 53'765 CHF | 30'432 CHF | 100.00% | 100.00% |
08.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'620 CHF | 29'178 CHF | 100.00% | 100.00% |
05.07.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 92'368 | 49'985 | 52'582 CHF | 28'987 CHF | 90.82% | 90.82% |
04.07.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'880 CHF | 29'322 CHF | 96.33% | 96.33% |
03.07.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'789 CHF | 30'383 CHF | 98.06% | 98.06% |
02.07.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 86'559 | 50'000 | 53'514 CHF | 31'444 CHF | 99.38% | 99.38% |