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 | 1.52% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'139 | 50'000 | 52'266 CHF | 33'112 CHF | 99.76% | 99.76% |
12.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 79'983 | 49'990 | 52'602 CHF | 33'377 CHF | 97.74% | 97.74% |
11.07.2024 | 1.93% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 76'367 | 47'910 | 50'434 CHF | 32'140 CHF | 96.34% | 96.34% |
10.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'034 CHF | 33'646 CHF | 100.00% | 100.00% |
09.07.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'291 CHF | 33'182 CHF | 100.00% | 100.00% |
08.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 85'161 | 50'000 | 53'317 CHF | 31'823 CHF | 100.00% | 100.00% |
05.07.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 83'098 | 49'985 | 51'776 CHF | 31'682 CHF | 91.79% | 91.79% |
04.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 82'327 | 50'000 | 51'912 CHF | 32'044 CHF | 54.74% | 54.74% |
03.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'228 CHF | 33'143 CHF | 98.07% | 98.07% |
02.07.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'843 CHF | 34'152 CHF | 100.00% | 100.00% |