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 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 80'843 | 75'000 | 51'106 CHF | 48'178 CHF | 99.71% | 99.71% |
12.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'628 CHF | 45'440 CHF | 99.01% | 99.01% |
11.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'475 CHF | 45'313 CHF | 99.09% | 99.09% |
10.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'803 CHF | 44'752 CHF | 100.00% | 100.00% |
09.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'508 CHF | 57'508 CHF | 100.00% | 100.00% |
08.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'905 CHF | 57'905 CHF | 100.00% | 100.00% |
05.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'689 CHF | 56'689 CHF | 98.98% | 98.98% |
04.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'728 CHF | 54'728 CHF | 100.00% | 100.00% |
03.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'451 CHF | 54'451 CHF | 100.00% | 100.00% |
02.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'689 | 100'000 | 52'292 CHF | 51'008 CHF | 100.00% | 100.00% |