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 | 1.72% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'965 CHF | 40'667 CHF | 97.09% | 97.09% |
12.07.2024 | 1.85% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'780 CHF | 39'860 CHF | 94.50% | 94.50% |
11.07.2024 | 1.69% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 69'919 | 50'000 | 54'947 CHF | 39'965 CHF | 98.90% | 98.90% |
10.07.2024 | 1.85% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'911 CHF | 37'773 CHF | 100.00% | 100.00% |
09.07.2024 | 1.82% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'093 CHF | 38'622 CHF | 99.99% | 99.99% |
08.07.2024 | 1.70% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 69'703 | 50'000 | 55'935 CHF | 40'821 CHF | 100.00% | 100.00% |
05.07.2024 | 1.58% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 69'985 | 50'000 | 56'637 CHF | 41'110 CHF | 98.87% | 98.87% |
04.07.2024 | 1.60% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'144 CHF | 45'004 CHF | 100.00% | 100.00% |
03.07.2024 | 1.62% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'357 | 50'000 | 51'407 CHF | 43'286 CHF | 99.73% | 99.73% |
02.07.2024 | 1.61% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 67'044 | 50'000 | 55'440 CHF | 42'069 CHF | 100.00% | 100.00% |