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 | 1.61% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 83'509 | 75'000 | 53'121 CHF | 48'546 CHF | 95.45% | 95.45% |
12.07.2024 | 1.68% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 88'576 | 75'000 | 54'708 CHF | 47'122 CHF | 98.91% | 98.91% |
11.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'951 CHF | 49'468 CHF | 94.10% | 94.10% |
10.07.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 86'918 | 75'000 | 53'825 CHF | 47'226 CHF | 100.00% | 100.00% |
09.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'183 CHF | 45'902 CHF | 100.00% | 100.00% |
08.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'988 | 75'000 | 54'503 CHF | 46'175 CHF | 83.35% | 83.35% |
05.07.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 98'844 | 75'000 | 54'007 CHF | 41'741 CHF | 98.86% | 98.86% |
04.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'715 | 75'000 | 54'168 CHF | 41'495 CHF | 99.19% | 99.19% |
03.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 104'539 | 75'000 | 51'578 CHF | 37'795 CHF | 99.81% | 99.81% |
02.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 98'730 | 75'000 | 52'785 CHF | 40'873 CHF | 93.24% | 93.24% |