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 | 1.76% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 94'318 | 75'000 | 53'024 CHF | 42'979 CHF | 99.61% | 99.61% |
12.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 91'111 | 75'000 | 51'258 CHF | 42'960 CHF | 99.01% | 99.01% |
11.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 95'805 | 75'000 | 52'859 CHF | 42'161 CHF | 93.88% | 93.88% |
10.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'265 CHF | 45'138 CHF | 100.00% | 100.00% |
09.07.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 99'533 | 75'000 | 52'869 CHF | 40'597 CHF | 100.00% | 100.00% |
08.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 101'494 | 75'000 | 52'347 CHF | 39'463 CHF | 97.53% | 97.53% |
05.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'748 CHF | 40'311 CHF | 98.69% | 98.69% |
04.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'099 CHF | 40'575 CHF | 87.44% | 87.44% |
03.07.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 98'091 | 75'000 | 53'721 CHF | 41'856 CHF | 99.95% | 99.95% |
02.07.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 85'454 | 75'000 | 52'453 CHF | 46'850 CHF | 100.00% | 100.00% |