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 | 1.65% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'147 CHF | 45'873 CHF | 99.98% | 99.98% |
12.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'609 CHF | 45'424 CHF | 99.99% | 99.99% |
11.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'330 CHF | 45'192 CHF | 35.04% | 35.04% |
10.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'754 CHF | 45'545 CHF | 100.00% | 100.00% |
09.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'894 CHF | 45'662 CHF | 100.00% | 100.00% |
08.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'100 CHF | 45'000 CHF | 100.00% | 100.00% |
05.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 94'494 | 75'000 | 52'574 CHF | 42'512 CHF | 82.54% | 82.54% |
04.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 98'268 | 75'000 | 53'908 CHF | 41'914 CHF | 95.13% | 95.13% |
03.07.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'752 CHF | 43'877 CHF | 100.00% | 100.00% |
02.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 95'244 | 75'000 | 53'037 CHF | 42'553 CHF | 99.99% | 99.99% |