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 | 1.50% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'833 CHF | 50'281 CHF | 99.71% | 99.71% |
12.07.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 87'004 | 75'000 | 54'222 CHF | 47'521 CHF | 99.01% | 99.01% |
11.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 85'996 | 75'000 | 53'515 CHF | 47'462 CHF | 99.09% | 99.09% |
10.07.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 88'584 | 75'000 | 54'510 CHF | 46'919 CHF | 100.00% | 100.00% |
09.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'440 CHF | 60'440 CHF | 100.00% | 100.00% |
08.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'793 CHF | 60'793 CHF | 100.00% | 100.00% |
05.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'474 CHF | 59'474 CHF | 95.45% | 95.45% |
04.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'543 CHF | 57'543 CHF | 100.00% | 100.00% |
03.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'131 CHF | 57'131 CHF | 100.00% | 100.00% |
02.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'872 CHF | 53'872 CHF | 100.00% | 100.00% |