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 | 1.71% | 0.65 CHF | 0.66 CHF | 71'214 | 50'000 | 69'672 | 50'000 | 46'891 CHF | 34'241 CHF | 98.73% | 98.73% |
12.07.2024 | 1.79% | 0.68 CHF | 0.69 CHF | 69'463 | 50'000 | 71'075 | 50'000 | 46'378 CHF | 33'223 CHF | 99.38% | 99.38% |
11.07.2024 | 1.72% | 0.64 CHF | 0.65 CHF | 71'554 | 50'000 | 71'392 | 50'000 | 46'030 CHF | 32'798 CHF | 99.16% | 99.16% |
10.07.2024 | 1.88% | 0.65 CHF | 0.66 CHF | 71'257 | 50'000 | 70'838 | 50'000 | 46'784 CHF | 33'656 CHF | 100.00% | 100.00% |
09.07.2024 | 1.80% | 0.66 CHF | 0.67 CHF | 70'839 | 50'000 | 69'407 | 50'000 | 48'008 CHF | 35'220 CHF | 100.00% | 100.00% |
08.07.2024 | 1.89% | 0.64 CHF | 0.66 CHF | 72'004 | 50'000 | 71'920 | 50'000 | 46'390 CHF | 32'870 CHF | 94.52% | 94.52% |
05.07.2024 | 1.84% | 0.64 CHF | 0.66 CHF | 72'078 | 50'000 | 67'682 | 47'893 | 44'193 CHF | 31'824 CHF | 99.62% | 99.62% |
04.07.2024 | 1.94% | 0.57 CHF | 0.58 CHF | 77'577 | 50'000 | 77'976 | 50'000 | 43'540 CHF | 28'470 CHF | 100.00% | 100.00% |
03.07.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 76'972 | 50'000 | 76'320 | 50'000 | 44'144 CHF | 29'430 CHF | 99.73% | 99.73% |
02.07.2024 | 2.32% | 0.58 CHF | 0.59 CHF | 76'845 | 50'000 | 78'112 | 50'000 | 43'501 CHF | 28'500 CHF | 100.00% | 100.00% |