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 | 1.23% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'462 CHF | 40'830 CHF | 98.52% | 98.52% |
12.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'940 CHF | 40'457 CHF | 99.38% | 99.38% |
11.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'890 CHF | 40'422 CHF | 99.15% | 99.15% |
10.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'289 CHF | 37'849 CHF | 100.00% | 100.00% |
09.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'996 CHF | 37'640 CHF | 100.00% | 100.00% |
08.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'860 CHF | 37'543 CHF | 100.00% | 100.00% |
05.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'261 | 50'000 | 51'427 CHF | 37'101 CHF | 99.62% | 99.62% |
04.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'035 | 50'000 | 51'289 CHF | 37'117 CHF | 100.00% | 100.00% |
03.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'728 CHF | 35'330 CHF | 99.73% | 99.73% |
02.07.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'258 CHF | 33'786 CHF | 100.00% | 100.00% |