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 | 54'822 CHF | 46'185 CHF | 98.52% | 98.52% |
12.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'346 CHF | 45'788 CHF | 99.38% | 99.38% |
11.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'232 CHF | 45'693 CHF | 99.16% | 99.16% |
10.07.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'321 CHF | 43'267 CHF | 100.00% | 100.00% |
09.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 60'379 | 50'000 | 51'365 CHF | 43'042 CHF | 100.00% | 100.00% |
08.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 50'818 CHF | 42'848 CHF | 100.00% | 100.00% |
05.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 63'036 | 50'000 | 52'703 CHF | 42'326 CHF | 99.62% | 99.62% |
04.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 63'244 | 50'000 | 52'913 CHF | 42'354 CHF | 100.00% | 100.00% |
03.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'115 CHF | 40'582 CHF | 99.73% | 99.73% |
02.07.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'080 CHF | 39'128 CHF | 100.00% | 100.00% |