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 | 1.88% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 88'720 | 50'000 | 52'495 CHF | 30'180 CHF | 99.71% | 99.71% |
12.07.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 93'840 | 50'000 | 52'321 CHF | 28'395 CHF | 99.01% | 99.01% |
11.07.2024 | 2.38% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 99'831 | 50'000 | 53'282 CHF | 27'330 CHF | 99.09% | 99.09% |
10.07.2024 | 2.34% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'686 | 50'000 | 51'267 CHF | 28'943 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 99'099 | 50'000 | 52'891 CHF | 27'199 CHF | 100.00% | 100.00% |
08.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 102'410 | 50'000 | 51'791 CHF | 25'822 CHF | 100.00% | 100.00% |
05.07.2024 | 1.97% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 88'254 | 50'000 | 52'691 CHF | 30'492 CHF | 98.86% | 98.86% |
04.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'567 CHF | 32'729 CHF | 100.00% | 100.00% |
03.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'797 CHF | 33'498 CHF | 99.82% | 99.82% |
02.07.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'428 CHF | 34'518 CHF | 100.00% | 100.00% |