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 | 1.54% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'395 | 75'000 | 51'917 CHF | 49'193 CHF | 99.71% | 99.71% |
12.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 89'462 | 75'000 | 54'576 CHF | 46'512 CHF | 99.01% | 99.01% |
11.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 89'431 | 75'000 | 54'389 CHF | 46'373 CHF | 99.09% | 99.09% |
10.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'907 CHF | 45'672 CHF | 97.44% | 97.44% |
09.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'762 CHF | 58'762 CHF | 100.00% | 100.00% |
08.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'212 CHF | 59'212 CHF | 100.00% | 100.00% |
05.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'002 CHF | 58'002 CHF | 98.98% | 98.98% |
04.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'962 CHF | 55'962 CHF | 100.00% | 100.00% |
03.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'718 CHF | 55'718 CHF | 100.00% | 100.00% |
02.07.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'592 | 100'000 | 51'690 CHF | 52'400 CHF | 100.00% | 100.00% |