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 | 1.13% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'608 CHF | 44'340 CHF | 99.72% | 99.72% |
12.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'617 CHF | 45'180 CHF | 99.01% | 99.01% |
11.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'736 CHF | 46'113 CHF | 99.08% | 99.08% |
10.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'556 CHF | 44'297 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 63'307 | 50'000 | 53'230 CHF | 42'572 CHF | 100.00% | 100.00% |
08.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'490 CHF | 44'242 CHF | 100.00% | 100.00% |
05.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'047 CHF | 43'039 CHF | 98.86% | 98.86% |
04.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 62'023 | 50'000 | 52'235 CHF | 42'637 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'820 CHF | 40'371 CHF | 99.82% | 99.82% |
02.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'703 CHF | 40'288 CHF | 100.00% | 100.00% |