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 | 1.42% | 0.74 CHF | 0.76 CHF | 62'537 | 50'000 | 62'184 | 50'000 | 47'697 CHF | 38'909 CHF | 99.72% | 99.72% |
12.07.2024 | 1.51% | 0.75 CHF | 0.76 CHF | 62'516 | 50'000 | 62'945 | 50'000 | 45'416 CHF | 36'631 CHF | 99.01% | 99.01% |
11.07.2024 | 1.53% | 0.70 CHF | 0.71 CHF | 63'128 | 50'000 | 64'105 | 50'000 | 41'739 CHF | 33'069 CHF | 99.09% | 99.09% |
10.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 64'812 | 50'000 | 64'803 | 50'000 | 39'689 CHF | 31'126 CHF | 100.00% | 100.00% |
09.07.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 64'927 | 50'000 | 63'716 | 50'000 | 43'593 CHF | 34'770 CHF | 100.00% | 100.00% |
08.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 63'809 | 50'000 | 63'507 | 50'000 | 43'671 CHF | 34'916 CHF | 100.00% | 100.00% |
05.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 63'273 | 50'000 | 63'457 | 50'000 | 44'726 CHF | 35'750 CHF | 98.86% | 98.86% |
04.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 64'517 | 50'000 | 64'707 | 50'000 | 40'785 CHF | 32'017 CHF | 100.00% | 100.00% |
03.07.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 65'778 | 50'000 | 66'310 | 50'000 | 35'851 CHF | 27'536 CHF | 99.82% | 99.82% |
02.07.2024 | 2.08% | 0.53 CHF | 0.54 CHF | 66'616 | 50'000 | 67'506 | 50'000 | 32'128 CHF | 24'305 CHF | 100.00% | 100.00% |