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 | 1.13% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'420 CHF | 47'550 CHF | 99.71% | 99.71% |
12.07.2024 | 1.15% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'734 CHF | 45'295 CHF | 99.01% | 99.01% |
11.07.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 63'107 | 50'000 | 51'908 CHF | 41'675 CHF | 95.63% | 95.63% |
10.07.2024 | 1.33% | 0.80 CHF | 0.81 CHF | 64'730 | 50'000 | 64'809 | 50'000 | 50'898 CHF | 39'797 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 64'870 | 50'000 | 61'781 | 50'000 | 52'843 CHF | 43'369 CHF | 100.00% | 100.00% |
08.07.2024 | 1.35% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'040 | 50'000 | 51'646 CHF | 43'597 CHF | 64.51% | 64.51% |
05.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'329 | 50'000 | 53'057 CHF | 44'489 CHF | 91.24% | 91.24% |
04.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 64'511 | 50'000 | 64'752 | 50'000 | 51'923 CHF | 40'595 CHF | 92.03% | 92.03% |
03.07.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 65'821 | 50'000 | 66'315 | 50'000 | 47'395 CHF | 36'238 CHF | 99.82% | 99.82% |
02.07.2024 | 1.53% | 0.70 CHF | 0.71 CHF | 66'660 | 50'000 | 67'497 | 50'000 | 43'803 CHF | 32'956 CHF | 100.00% | 100.00% |