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 | 1.72% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 69'568 | 50'000 | 54'394 CHF | 39'792 CHF | 97.10% | 97.10% |
12.07.2024 | 1.66% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 69'718 | 50'000 | 56'592 CHF | 41'273 CHF | 99.01% | 99.01% |
11.07.2024 | 1.56% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 66'968 | 50'000 | 54'517 CHF | 41'414 CHF | 99.06% | 99.06% |
10.07.2024 | 1.54% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'852 CHF | 44'727 CHF | 100.00% | 100.00% |
09.07.2024 | 1.54% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 61'150 | 50'000 | 52'607 CHF | 43'710 CHF | 99.99% | 99.99% |
08.07.2024 | 1.65% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 69'653 | 50'000 | 56'565 CHF | 41'287 CHF | 99.87% | 99.87% |
05.07.2024 | 1.76% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 68'861 | 50'000 | 55'577 CHF | 41'101 CHF | 98.87% | 98.87% |
04.07.2024 | 1.93% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 77'450 | 50'000 | 54'628 CHF | 36'000 CHF | 100.00% | 100.00% |
03.07.2024 | 1.90% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'813 CHF | 38'447 CHF | 99.73% | 99.73% |
02.07.2024 | 1.82% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 69'428 | 50'000 | 54'900 CHF | 40'285 CHF | 100.00% | 100.00% |