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 | 1.14% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'304 CHF | 22'043 CHF | 97.09% | 97.09% |
12.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'415 CHF | 22'090 CHF | 99.01% | 99.01% |
11.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'413 CHF | 22'922 CHF | 99.09% | 99.09% |
10.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'210 CHF | 22'421 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'109 CHF | 22'796 CHF | 100.00% | 100.00% |
08.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'306 CHF | 23'711 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'290 CHF | 24'121 CHF | 61.81% | 61.81% |
04.07.2024 | 1.81% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 16'033 | 13'430 | 14'467 CHF | 12'332 CHF | 100.00% | 100.00% |
03.07.2024 | 1.84% | 0.93 CHF | 0.94 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 11'611 CHF | 11'826 CHF | 99.73% | 99.73% |
02.07.2024 | 2.04% | 0.89 CHF | 0.91 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 10'984 CHF | 11'210 CHF | 100.00% | 100.00% |