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 | 1.53% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'171 | 75'000 | 52'155 CHF | 49'545 CHF | 99.61% | 99.61% |
12.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'107 CHF | 49'600 CHF | 99.01% | 99.01% |
11.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'867 CHF | 50'313 CHF | 93.88% | 93.88% |
10.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 86'065 | 75'000 | 53'616 CHF | 47'505 CHF | 100.00% | 100.00% |
09.07.2024 | 1.45% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'645 CHF | 51'980 CHF | 100.00% | 100.00% |
08.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'187 | 75'000 | 55'383 CHF | 53'223 CHF | 97.53% | 97.53% |
05.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 79'968 | 75'000 | 54'981 CHF | 52'317 CHF | 98.69% | 98.69% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'932 CHF | 52'248 CHF | 87.44% | 87.44% |
03.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'510 CHF | 50'916 CHF | 99.95% | 99.95% |
02.07.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 88'915 | 75'000 | 53'508 CHF | 45'910 CHF | 100.00% | 100.00% |