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 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'813 CHF | 35'383 CHF | 97.50% | 97.50% |
12.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 78'480 | 50'000 | 54'950 CHF | 35'542 CHF | 84.28% | 84.28% |
11.07.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'044 | 50'000 | 52'278 CHF | 33'157 CHF | 99.52% | 99.52% |
10.07.2024 | 1.68% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 89'309 | 50'000 | 52'586 CHF | 30'053 CHF | 99.54% | 99.54% |
09.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 85'870 | 50'000 | 53'650 CHF | 31'775 CHF | 99.57% | 99.57% |
08.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'132 | 50'000 | 51'954 CHF | 32'920 CHF | 99.44% | 99.44% |
05.07.2024 | 1.43% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 79'021 | 50'000 | 54'743 CHF | 35'155 CHF | 97.77% | 97.77% |
04.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 79'961 | 50'000 | 54'544 CHF | 34'608 CHF | 96.33% | 96.33% |
03.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'112 | 50'000 | 52'043 CHF | 32'984 CHF | 95.88% | 95.88% |
02.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'512 | 50'000 | 51'756 CHF | 29'097 CHF | 93.46% | 93.46% |