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% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 69'604 | 50'000 | 56'412 CHF | 41'032 CHF | 98.72% | 98.72% |
12.07.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'802 CHF | 39'644 CHF | 99.38% | 99.38% |
11.07.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'079 CHF | 56'829 CHF | 92.75% | 92.75% |
10.07.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 79'258 | 75'000 | 55'289 CHF | 53'088 CHF | 100.00% | 100.00% |
09.07.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 75'033 | 75'000 | 55'973 CHF | 56'700 CHF | 100.00% | 100.00% |
08.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'294 CHF | 38'567 CHF | 100.00% | 100.00% |
05.07.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 63'831 | 50'000 | 52'863 CHF | 41'972 CHF | 99.62% | 99.62% |
04.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'518 CHF | 40'156 CHF | 100.00% | 100.00% |
03.07.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'714 CHF | 58'464 CHF | 99.73% | 99.73% |
02.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'846 | 50'000 | 51'642 CHF | 36'958 CHF | 100.00% | 100.00% |