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 | 1.05% | 0.87 CHF | 0.88 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 56'791 CHF | 19'130 CHF | 97.10% | 97.10% |
12.07.2024 | 1.03% | 0.92 CHF | 0.93 CHF | 60'000 | 10'000 | 55'232 | 10'000 | 53'519 CHF | 9'838 CHF | 99.01% | 99.01% |
11.07.2024 | 1.01% | 1.06 CHF | 1.07 CHF | 50'000 | 20'000 | 56'640 | 20'000 | 55'875 CHF | 20'012 CHF | 99.08% | 99.08% |
10.07.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 55'719 CHF | 18'773 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 0.94 CHF | 0.95 CHF | 60'000 | 20'000 | 55'423 | 20'000 | 54'615 CHF | 19'957 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 0.96 CHF | 0.97 CHF | 60'000 | 10'000 | 51'418 | 10'000 | 53'090 CHF | 10'442 CHF | 99.97% | 99.97% |
05.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 53'023 CHF | 21'409 CHF | 98.75% | 98.75% |
04.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 56'700 CHF | 19'100 CHF | 100.00% | 100.00% |
03.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 20'000 | 68'954 | 20'000 | 56'282 CHF | 16'532 CHF | 82.74% | 82.74% |
02.07.2024 | 1.43% | 0.76 CHF | 0.77 CHF | 70'000 | 20'000 | 77'436 | 20'000 | 53'740 CHF | 14'113 CHF | 52.06% | 52.06% |