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 | 1.60% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 88'313 | 75'000 | 54'720 CHF | 47'236 CHF | 99.71% | 99.71% |
12.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'435 CHF | 44'446 CHF | 99.01% | 99.01% |
11.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'321 CHF | 44'351 CHF | 99.09% | 99.09% |
10.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'236 | 75'000 | 51'721 CHF | 43'743 CHF | 100.00% | 100.00% |
09.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'312 CHF | 56'312 CHF | 100.00% | 100.00% |
08.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'680 CHF | 56'680 CHF | 100.00% | 100.00% |
05.07.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'459 CHF | 55'459 CHF | 98.98% | 98.98% |
04.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'410 CHF | 53'410 CHF | 100.00% | 100.00% |
03.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'049 CHF | 53'049 CHF | 100.00% | 100.00% |
02.07.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'282 | 100'000 | 52'202 CHF | 49'717 CHF | 99.40% | 99.40% |