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 | 1.75% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 93'239 | 50'000 | 52'777 CHF | 28'837 CHF | 99.72% | 99.72% |
12.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'483 CHF | 29'657 CHF | 99.01% | 99.01% |
11.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 87'698 | 50'000 | 54'659 CHF | 31'683 CHF | 99.09% | 99.09% |
10.07.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 88'524 | 50'000 | 54'956 CHF | 31'548 CHF | 100.00% | 100.00% |
09.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'684 | 50'000 | 54'721 CHF | 31'011 CHF | 100.00% | 100.00% |
08.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'127 CHF | 32'455 CHF | 100.00% | 100.00% |
05.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'757 CHF | 33'473 CHF | 98.98% | 98.98% |
04.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'989 CHF | 32'993 CHF | 100.00% | 100.00% |
03.07.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'320 | 50'000 | 52'220 CHF | 33'014 CHF | 100.00% | 100.00% |
02.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 81'655 | 50'000 | 51'336 CHF | 31'944 CHF | 100.00% | 100.00% |