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 | 1.12% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'142 CHF | 22'393 CHF | 99.70% | 99.70% |
12.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'155 CHF | 22'398 CHF | 99.01% | 99.01% |
11.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'393 | 25'000 | 52'062 CHF | 21'807 CHF | 99.09% | 99.09% |
10.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 69'691 | 25'000 | 57'581 CHF | 20'907 CHF | 100.00% | 100.00% |
09.07.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 62'976 | 25'000 | 53'679 CHF | 21'596 CHF | 100.00% | 100.00% |
08.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'809 CHF | 21'837 CHF | 100.00% | 100.00% |
05.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'762 CHF | 22'234 CHF | 98.98% | 98.98% |
04.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'924 CHF | 22'302 CHF | 100.00% | 100.00% |
03.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'702 CHF | 21'792 CHF | 100.00% | 100.00% |
02.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 69'051 | 25'000 | 56'666 CHF | 20'773 CHF | 100.00% | 100.00% |