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 | 1.60% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 86'574 | 50'000 | 53'497 CHF | 31'423 CHF | 98.52% | 98.52% |
12.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 82'862 | 50'000 | 51'954 CHF | 31'874 CHF | 99.38% | 99.38% |
11.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 83'687 | 50'000 | 52'623 CHF | 31'961 CHF | 99.15% | 99.15% |
10.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'496 CHF | 34'560 CHF | 100.00% | 100.00% |
09.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'836 CHF | 34'772 CHF | 100.00% | 100.00% |
08.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'100 CHF | 34'938 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 79'739 | 50'000 | 55'650 CHF | 35'399 CHF | 99.62% | 99.62% |
04.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 79'965 | 50'000 | 55'787 CHF | 35'383 CHF | 100.00% | 100.00% |
03.07.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'338 CHF | 37'170 CHF | 99.73% | 99.73% |
02.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'680 CHF | 38'843 CHF | 100.00% | 100.00% |