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 | 1.42% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 78'008 | 50'000 | 54'614 CHF | 35'532 CHF | 98.73% | 98.73% |
12.07.2024 | 1.47% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 78'883 | 50'000 | 53'347 CHF | 34'344 CHF | 99.38% | 99.38% |
11.07.2024 | 1.55% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'690 | 75'000 | 51'702 CHF | 48'820 CHF | 99.16% | 99.16% |
10.07.2024 | 1.67% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 89'652 | 75'000 | 53'102 CHF | 45'184 CHF | 100.00% | 100.00% |
09.07.2024 | 1.56% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 83'554 | 75'000 | 53'074 CHF | 48'450 CHF | 100.00% | 100.00% |
08.07.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'107 CHF | 33'067 CHF | 100.00% | 100.00% |
05.07.2024 | 1.38% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 72'229 | 50'000 | 51'979 CHF | 36'540 CHF | 99.62% | 99.62% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'762 CHF | 34'726 CHF | 100.00% | 100.00% |
03.07.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'761 CHF | 50'214 CHF | 99.73% | 99.73% |
02.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 87'514 | 50'000 | 54'154 CHF | 31'458 CHF | 100.00% | 100.00% |