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 | 1.73% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 92'547 | 75'000 | 52'975 CHF | 43'729 CHF | 99.61% | 99.61% |
12.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'410 | 75'000 | 51'777 CHF | 43'710 CHF | 99.01% | 99.01% |
11.07.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 91'469 | 75'000 | 51'389 CHF | 42'911 CHF | 93.88% | 93.88% |
10.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 89'880 | 75'000 | 54'089 CHF | 45'888 CHF | 100.00% | 100.00% |
09.07.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 97'959 | 75'000 | 52'919 CHF | 41'299 CHF | 100.00% | 100.00% |
08.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'114 | 75'000 | 52'501 CHF | 40'094 CHF | 97.53% | 97.53% |
05.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'224 | 75'000 | 53'313 CHF | 41'061 CHF | 98.69% | 98.69% |
04.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 99'901 | 75'000 | 54'044 CHF | 41'325 CHF | 87.44% | 87.44% |
03.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 93'948 | 75'000 | 52'382 CHF | 42'606 CHF | 99.95% | 99.95% |
02.07.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 85'217 | 75'000 | 53'159 CHF | 47'600 CHF | 100.00% | 100.00% |