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 | 1.00% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 54'072 | 25'000 | 53'791 CHF | 25'142 CHF | 99.70% | 99.70% |
12.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 50'000 | 25'000 | 55'258 | 25'000 | 54'934 CHF | 25'127 CHF | 99.01% | 99.01% |
11.07.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 50'000 | 25'000 | 58'830 | 25'000 | 57'128 CHF | 24'541 CHF | 96.46% | 96.46% |
10.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'176 CHF | 23'657 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 58'952 | 25'000 | 56'762 CHF | 24'338 CHF | 100.00% | 100.00% |
08.07.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 58'390 CHF | 24'579 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 57'611 | 25'000 | 56'866 CHF | 24'940 CHF | 98.98% | 98.98% |
04.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 56'717 | 25'000 | 56'206 CHF | 25'037 CHF | 100.00% | 100.00% |
03.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 59'978 | 25'000 | 58'249 CHF | 24'530 CHF | 100.00% | 100.00% |
02.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'803 CHF | 23'501 CHF | 100.00% | 100.00% |