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 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'006 CHF | 14'974 CHF | 99.72% | 99.72% |
12.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'989 CHF | 14'969 CHF | 99.01% | 99.01% |
11.07.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 90'394 | 25'000 | 51'605 CHF | 14'526 CHF | 99.09% | 99.09% |
10.07.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 99'809 | 25'000 | 54'367 CHF | 13'869 CHF | 100.00% | 100.00% |
09.07.2024 | 1.75% | 0.53 CHF | 0.54 CHF | 100'000 | 25'000 | 93'229 | 25'000 | 52'669 CHF | 14'393 CHF | 100.00% | 100.00% |
08.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'603 CHF | 14'584 CHF | 100.00% | 100.00% |
05.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'695 CHF | 14'888 CHF | 98.98% | 98.98% |
04.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'131 CHF | 15'009 CHF | 100.00% | 100.00% |
03.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'548 CHF | 14'569 CHF | 100.00% | 100.00% |
02.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 99'771 | 25'000 | 53'916 CHF | 13'761 CHF | 100.00% | 100.00% |