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 | 1.06% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'551 CHF | 23'813 CHF | 97.10% | 97.10% |
12.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'721 CHF | 23'884 CHF | 99.01% | 99.01% |
11.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 58'714 CHF | 24'714 CHF | 99.09% | 99.09% |
10.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'483 CHF | 24'201 CHF | 100.00% | 100.00% |
09.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 58'336 CHF | 24'557 CHF | 100.00% | 100.00% |
08.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 50'414 | 25'000 | 50'871 CHF | 25'480 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50'000 | 25'000 | 50'090 | 25'000 | 51'331 CHF | 25'871 CHF | 61.81% | 61.81% |
04.07.2024 | 1.76% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 16'033 | 13'430 | 15'621 CHF | 13'295 CHF | 100.00% | 100.00% |
03.07.2024 | 1.73% | 1.00 CHF | 1.02 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 12'486 CHF | 12'703 CHF | 99.73% | 99.73% |
02.07.2024 | 1.76% | 0.96 CHF | 0.98 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 11'879 CHF | 12'090 CHF | 100.00% | 100.00% |