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 | 1.69% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'224 | 50'000 | 52'886 CHF | 29'813 CHF | 99.71% | 99.71% |
12.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'264 CHF | 30'646 CHF | 99.01% | 99.01% |
11.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'383 CHF | 32'614 CHF | 99.09% | 99.09% |
10.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'125 CHF | 32'453 CHF | 100.00% | 100.00% |
09.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 82'647 | 50'000 | 52'003 CHF | 31'976 CHF | 100.00% | 100.00% |
08.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'594 CHF | 33'372 CHF | 100.00% | 100.00% |
05.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'215 CHF | 34'384 CHF | 98.98% | 98.98% |
04.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'529 CHF | 33'956 CHF | 100.00% | 100.00% |
03.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'445 CHF | 33'903 CHF | 100.00% | 100.00% |
02.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'806 CHF | 32'878 CHF | 100.00% | 100.00% |