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 | 1.23% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 69'890 | 25'000 | 56'477 CHF | 20'453 CHF | 97.09% | 97.09% |
12.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'717 CHF | 20'506 CHF | 99.01% | 99.01% |
11.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 62'542 | 25'000 | 52'702 CHF | 21'330 CHF | 99.09% | 99.09% |
10.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 57'693 CHF | 20'855 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 63'880 | 25'000 | 53'581 CHF | 21'235 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'634 CHF | 22'181 CHF | 100.00% | 100.00% |
05.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'602 CHF | 22'584 CHF | 61.81% | 61.81% |
04.07.2024 | 2.01% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 16'033 | 13'430 | 13'460 CHF | 11'494 CHF | 100.00% | 100.00% |
03.07.2024 | 2.05% | 0.86 CHF | 0.88 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 10'826 CHF | 11'050 CHF | 99.73% | 99.73% |
02.07.2024 | 2.13% | 0.83 CHF | 0.85 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 10'215 CHF | 10'435 CHF | 100.00% | 100.00% |