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 | 1.31% | 0.68 CHF | 0.69 CHF | 76'781 | 20'000 | 70'536 | 20'000 | 53'512 CHF | 15'384 CHF | 82.82% | 82.82% |
12.07.2024 | 1.26% | 0.72 CHF | 0.73 CHF | 76'330 | 10'000 | 68'373 | 10'000 | 53'748 CHF | 8'014 CHF | 83.89% | 83.89% |
11.07.2024 | 1.25% | 0.86 CHF | 0.87 CHF | 60'000 | 20'000 | 67'262 | 20'000 | 53'378 CHF | 16'136 CHF | 99.08% | 99.08% |
10.07.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 76'846 | 20'000 | 71'282 | 20'000 | 52'828 CHF | 15'036 CHF | 81.67% | 81.67% |
09.07.2024 | 1.25% | 0.75 CHF | 0.76 CHF | 70'000 | 20'000 | 69'144 | 20'000 | 54'878 CHF | 16'085 CHF | 100.00% | 100.00% |
08.07.2024 | 1.18% | 0.77 CHF | 0.78 CHF | 70'000 | 10'000 | 62'880 | 10'000 | 52'785 CHF | 8'512 CHF | 100.00% | 100.00% |
05.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60'000 | 20'000 | 60'580 | 20'000 | 52'486 CHF | 17'536 CHF | 98.86% | 98.86% |
04.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 20'000 | 70'038 | 20'000 | 52'750 CHF | 15'264 CHF | 98.70% | 98.70% |
03.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 78'109 | 20'000 | 78'257 | 20'000 | 48'823 CHF | 12'678 CHF | 82.74% | 82.74% |
02.07.2024 | 2.03% | 0.56 CHF | 0.57 CHF | 79'193 | 20'000 | 80'254 | 20'000 | 39'346 CHF | 10'010 CHF | 99.16% | 99.16% |