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 | 1.61% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 87'464 | 50'000 | 53'896 CHF | 31'330 CHF | 98.52% | 98.52% |
12.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 89'784 | 50'000 | 54'687 CHF | 30'957 CHF | 99.38% | 99.38% |
11.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'759 CHF | 30'922 CHF | 99.15% | 99.15% |
10.07.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 97'266 | 50'000 | 54'011 CHF | 28'286 CHF | 100.00% | 100.00% |
09.07.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 96'487 | 50'000 | 53'286 CHF | 28'128 CHF | 100.00% | 100.00% |
08.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 98'324 | 50'000 | 54'147 CHF | 28'043 CHF | 100.00% | 100.00% |
05.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 54'203 CHF | 27'601 CHF | 99.62% | 99.62% |
04.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 54'235 CHF | 27'617 CHF | 100.00% | 100.00% |
03.07.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 101'464 | 50'000 | 51'376 CHF | 25'830 CHF | 99.73% | 99.73% |
02.07.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 108'562 | 50'000 | 51'520 CHF | 24'247 CHF | 100.00% | 100.00% |