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 | 1.19% | 0.76 CHF | 0.77 CHF | 70'000 | 20'000 | 64'080 | 20'000 | 53'515 CHF | 16'944 CHF | 97.09% | 97.09% |
12.07.2024 | 1.16% | 0.81 CHF | 0.82 CHF | 70'000 | 10'000 | 63'351 | 10'000 | 54'507 CHF | 8'748 CHF | 99.01% | 99.01% |
11.07.2024 | 1.13% | 0.95 CHF | 0.96 CHF | 60'000 | 20'000 | 63'021 | 20'000 | 55'306 CHF | 17'812 CHF | 99.08% | 99.08% |
10.07.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 70'000 | 20'000 | 66'673 | 20'000 | 54'533 CHF | 16'584 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 0.84 CHF | 0.85 CHF | 60'000 | 20'000 | 60'569 | 20'000 | 53'258 CHF | 17'796 CHF | 100.00% | 100.00% |
08.07.2024 | 1.08% | 0.86 CHF | 0.87 CHF | 60'000 | 10'000 | 60'000 | 10'000 | 55'516 CHF | 9'353 CHF | 99.74% | 99.74% |
05.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 57'115 CHF | 19'238 CHF | 98.86% | 98.86% |
04.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60'000 | 20'000 | 64'351 | 20'000 | 53'729 CHF | 16'917 CHF | 100.00% | 100.00% |
03.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 78'135 | 20'000 | 76'440 | 20'000 | 53'667 CHF | 14'253 CHF | 49.16% | 49.16% |
02.07.2024 | 1.74% | 0.65 CHF | 0.66 CHF | 79'072 | 20'000 | 80'256 | 20'000 | 45'999 CHF | 11'668 CHF | 99.82% | 99.82% |