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 | 1.20% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 67'037 | 50'000 | 55'347 CHF | 41'815 CHF | 98.52% | 98.52% |
12.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 62'862 | 50'000 | 52'606 CHF | 42'374 CHF | 99.38% | 99.38% |
11.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 63'687 | 50'000 | 53'413 CHF | 42'461 CHF | 99.16% | 99.16% |
10.07.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'472 CHF | 45'060 CHF | 100.00% | 100.00% |
09.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'697 CHF | 45'247 CHF | 100.00% | 100.00% |
08.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'925 CHF | 45'438 CHF | 100.00% | 100.00% |
05.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'479 CHF | 45'899 CHF | 99.62% | 99.62% |
04.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'459 CHF | 45'883 CHF | 100.00% | 100.00% |
03.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'715 CHF | 47'762 CHF | 99.73% | 99.73% |
02.07.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'877 | 50'000 | 58'489 CHF | 49'343 CHF | 100.00% | 100.00% |