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 | 1.66% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'789 CHF | 45'574 CHF | 99.71% | 99.71% |
12.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 92'354 | 75'000 | 51'785 CHF | 42'825 CHF | 99.01% | 99.01% |
11.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 94'127 | 75'000 | 52'699 CHF | 42'774 CHF | 99.09% | 99.09% |
10.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 96'966 | 75'000 | 53'394 CHF | 42'073 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'256 CHF | 54'256 CHF | 100.00% | 100.00% |
08.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'659 CHF | 54'659 CHF | 85.61% | 85.61% |
05.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'240 CHF | 53'240 CHF | 98.98% | 98.98% |
04.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'410 | 100'000 | 51'300 CHF | 51'126 CHF | 100.00% | 100.00% |
03.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 103'680 | 100'000 | 51'645 CHF | 50'842 CHF | 100.00% | 100.00% |
02.07.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'874 | 100'000 | 51'579 CHF | 47'574 CHF | 100.00% | 100.00% |