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 | 1.58% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 60'085 | 50'000 | 53'068 CHF | 44'868 CHF | 97.10% | 97.10% |
12.07.2024 | 1.58% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'709 CHF | 43'776 CHF | 94.50% | 94.50% |
11.07.2024 | 1.62% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'432 | 50'000 | 52'234 CHF | 43'935 CHF | 98.89% | 98.89% |
10.07.2024 | 1.65% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 57'067 CHF | 41'440 CHF | 100.00% | 100.00% |
09.07.2024 | 1.59% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 64'942 | 50'000 | 54'099 CHF | 42'371 CHF | 100.00% | 100.00% |
08.07.2024 | 1.55% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'800 CHF | 44'685 CHF | 100.00% | 100.00% |
05.07.2024 | 1.53% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'205 CHF | 45'019 CHF | 98.87% | 98.87% |
04.07.2024 | 1.39% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'950 | 50'000 | 58'284 CHF | 49'291 CHF | 100.00% | 100.00% |
03.07.2024 | 1.47% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'021 CHF | 47'375 CHF | 99.73% | 99.73% |
02.07.2024 | 1.50% | 0.93 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'392 CHF | 46'010 CHF | 100.00% | 100.00% |