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 | 1.45% | 1.12 CHF | 1.14 CHF | 50'000 | 7'500 | 48'778 | 7'500 | 58'612 CHF | 9'153 CHF | 95.02% | 95.02% |
12.07.2024 | 1.37% | 1.23 CHF | 1.25 CHF | 50'000 | 7'500 | 43'391 | 7'500 | 54'493 CHF | 9'565 CHF | 98.85% | 98.85% |
11.07.2024 | 1.41% | 1.21 CHF | 1.23 CHF | 50'000 | 7'500 | 49'686 | 7'500 | 59'869 CHF | 9'168 CHF | 97.00% | 97.00% |
10.07.2024 | 1.64% | 1.07 CHF | 1.09 CHF | 50'000 | 7'500 | 50'062 | 7'500 | 52'663 CHF | 8'021 CHF | 100.00% | 100.00% |
09.07.2024 | 1.61% | 1.08 CHF | 1.09 CHF | 50'000 | 7'500 | 50'000 | 7'500 | 52'592 CHF | 8'016 CHF | 100.00% | 100.00% |
08.07.2024 | 1.65% | 1.04 CHF | 1.05 CHF | 50'000 | 7'500 | 50'080 | 7'500 | 51'520 CHF | 7'844 CHF | 99.80% | 99.80% |
05.07.2024 | 1.60% | 1.02 CHF | 1.04 CHF | 50'000 | 7'500 | 51'916 | 7'500 | 52'425 CHF | 7'705 CHF | 98.81% | 98.81% |
04.07.2024 | 1.62% | 0.99 CHF | 1.01 CHF | 60'000 | 7'500 | 59'805 | 7'500 | 58'226 CHF | 7'421 CHF | 100.00% | 100.00% |
03.07.2024 | 1.82% | 0.87 CHF | 0.89 CHF | 60'000 | 7'500 | 60'521 | 7'500 | 53'051 CHF | 6'698 CHF | 99.73% | 99.73% |
02.07.2024 | 1.99% | 0.85 CHF | 0.87 CHF | 60'000 | 7'500 | 62'238 | 7'500 | 52'464 CHF | 6'454 CHF | 100.00% | 100.00% |