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 | 56'706 CHF | 41'004 CHF | 99.72% | 99.72% |
12.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 69'587 | 50'000 | 57'306 CHF | 41'680 CHF | 99.01% | 99.01% |
11.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 61'194 | 50'000 | 51'594 CHF | 42'671 CHF | 99.08% | 99.08% |
10.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'426 CHF | 40'805 CHF | 100.00% | 100.00% |
09.07.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'131 CHF | 39'165 CHF | 100.00% | 100.00% |
08.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 69'946 | 50'000 | 56'293 CHF | 40'742 CHF | 100.00% | 100.00% |
05.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'887 CHF | 39'705 CHF | 98.86% | 98.86% |
04.07.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'092 CHF | 39'137 CHF | 100.00% | 100.00% |
03.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 72'094 | 50'000 | 52'407 CHF | 36'871 CHF | 99.82% | 99.82% |
02.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'940 | 50'000 | 51'628 CHF | 36'902 CHF | 100.00% | 100.00% |