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 | 1.08% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'428 CHF | 23'345 CHF | 97.10% | 97.10% |
12.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'527 CHF | 23'386 CHF | 99.01% | 99.01% |
11.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'538 CHF | 24'224 CHF | 99.09% | 99.09% |
10.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'452 CHF | 23'772 CHF | 100.00% | 100.00% |
09.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'256 CHF | 24'107 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 56'971 | 25'000 | 56'440 CHF | 25'029 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 50'768 | 25'000 | 51'126 CHF | 25'435 CHF | 61.81% | 61.81% |
04.07.2024 | 1.82% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 16'033 | 13'430 | 15'318 CHF | 13'047 CHF | 100.00% | 100.00% |
03.07.2024 | 1.82% | 0.98 CHF | 1.00 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 12'260 CHF | 12'486 CHF | 99.73% | 99.73% |
02.07.2024 | 1.88% | 0.94 CHF | 0.96 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 11'638 CHF | 11'859 CHF | 100.00% | 100.00% |