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 | 1.12% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'117 CHF | 22'382 CHF | 99.72% | 99.72% |
12.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'935 CHF | 22'306 CHF | 99.01% | 99.01% |
11.07.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'393 | 25'000 | 51'953 CHF | 21'761 CHF | 99.09% | 99.09% |
10.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 69'691 | 25'000 | 57'551 CHF | 20'897 CHF | 100.00% | 100.00% |
09.07.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 63'017 | 25'000 | 53'569 CHF | 21'538 CHF | 100.00% | 100.00% |
08.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'782 CHF | 21'826 CHF | 100.00% | 100.00% |
05.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'611 CHF | 22'171 CHF | 98.98% | 98.98% |
04.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'847 CHF | 22'270 CHF | 100.00% | 100.00% |
03.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'605 CHF | 21'752 CHF | 100.00% | 100.00% |
02.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 69'563 | 25'000 | 56'992 CHF | 20'735 CHF | 100.00% | 100.00% |