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 | 1.09% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'605 CHF | 46'004 CHF | 99.72% | 99.72% |
12.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'417 CHF | 46'680 CHF | 99.01% | 99.01% |
11.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'606 CHF | 47'672 CHF | 98.91% | 98.91% |
10.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'365 CHF | 45'805 CHF | 100.00% | 100.00% |
09.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'398 CHF | 44'165 CHF | 100.00% | 100.00% |
08.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'290 CHF | 45'742 CHF | 100.00% | 100.00% |
05.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'046 CHF | 44'705 CHF | 98.86% | 98.86% |
04.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'364 CHF | 44'137 CHF | 100.00% | 100.00% |
03.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 67'553 | 50'000 | 55'863 CHF | 41'871 CHF | 99.82% | 99.82% |
02.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 66'979 | 50'000 | 55'413 CHF | 41'902 CHF | 100.00% | 100.00% |