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 | 1.10% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'356 CHF | 22'899 CHF | 99.72% | 99.72% |
12.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'392 CHF | 22'913 CHF | 99.01% | 99.01% |
11.07.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'936 CHF | 22'307 CHF | 99.09% | 99.09% |
10.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 50'778 CHF | 21'407 CHF | 100.00% | 100.00% |
09.07.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 60'353 | 25'000 | 52'754 CHF | 22'109 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'030 CHF | 22'346 CHF | 100.00% | 100.00% |
05.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'006 CHF | 22'753 CHF | 98.98% | 98.98% |
04.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'147 CHF | 22'811 CHF | 100.00% | 100.00% |
03.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'932 CHF | 22'305 CHF | 100.00% | 100.00% |
02.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 64'070 | 25'000 | 53'833 CHF | 21'273 CHF | 100.00% | 100.00% |