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 | 1.45% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'625 CHF | 34'641 CHF | 99.73% | 99.73% |
12.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'634 CHF | 35'271 CHF | 99.01% | 99.01% |
11.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 74'645 | 50'000 | 53'407 CHF | 36'300 CHF | 99.08% | 99.08% |
10.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'434 CHF | 34'521 CHF | 100.00% | 100.00% |
09.07.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'759 CHF | 32'850 CHF | 100.00% | 100.00% |
08.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'149 CHF | 34'343 CHF | 100.00% | 100.00% |
05.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'491 CHF | 33'307 CHF | 98.86% | 98.86% |
04.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'029 | 50'000 | 51'893 CHF | 32'922 CHF | 100.00% | 100.00% |
03.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'996 | 50'000 | 54'083 CHF | 30'547 CHF | 99.82% | 99.82% |
02.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'574 | 50'000 | 53'768 CHF | 30'520 CHF | 100.00% | 100.00% |