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 | 1.63% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'251 | 50'000 | 52'064 CHF | 32'975 CHF | 99.72% | 99.72% |
12.07.2024 | 1.82% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 89'713 | 50'000 | 54'523 CHF | 30'950 CHF | 99.01% | 99.01% |
11.07.2024 | 1.89% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 95'554 | 50'000 | 53'760 CHF | 28'711 CHF | 99.09% | 99.09% |
10.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'197 | 50'000 | 53'602 CHF | 27'526 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 91'903 | 50'000 | 53'751 CHF | 29'871 CHF | 100.00% | 100.00% |
08.07.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'065 CHF | 30'014 CHF | 100.00% | 100.00% |
05.07.2024 | 1.74% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'927 | 50'000 | 54'054 CHF | 30'583 CHF | 98.86% | 98.86% |
04.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 94'832 | 50'000 | 52'643 CHF | 28'274 CHF | 100.00% | 100.00% |
03.07.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 101'814 | 50'000 | 51'046 CHF | 25'589 CHF | 99.82% | 99.82% |
02.07.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 112'212 | 50'000 | 52'329 CHF | 23'844 CHF | 77.05% | 77.05% |