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 | 1.36% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 70'666 | 50'000 | 51'610 CHF | 37'028 CHF | 98.52% | 98.52% |
12.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 72'148 | 50'000 | 52'100 CHF | 36'626 CHF | 99.38% | 99.38% |
11.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 71'501 | 50'000 | 51'674 CHF | 36'649 CHF | 99.16% | 99.16% |
10.07.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'630 CHF | 34'019 CHF | 100.00% | 100.00% |
09.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'385 CHF | 33'866 CHF | 100.00% | 100.00% |
08.07.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'007 CHF | 33'629 CHF | 100.00% | 100.00% |
05.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'385 CHF | 33'241 CHF | 99.62% | 99.62% |
04.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'533 CHF | 33'333 CHF | 100.00% | 100.00% |
03.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 86'174 | 50'000 | 53'464 CHF | 31'541 CHF | 99.73% | 99.73% |
02.07.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'190 CHF | 30'050 CHF | 100.00% | 100.00% |