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 | 1.24% | 0.81 CHF | 0.82 CHF | 62'602 | 50'000 | 61'329 | 50'000 | 51'156 CHF | 42'249 CHF | 99.56% | 99.56% |
12.07.2024 | 1.34% | 0.82 CHF | 0.83 CHF | 62'438 | 50'000 | 62'939 | 50'000 | 49'655 CHF | 39'983 CHF | 99.01% | 99.01% |
11.07.2024 | 1.47% | 0.77 CHF | 0.78 CHF | 63'108 | 50'000 | 64'106 | 50'000 | 46'084 CHF | 36'487 CHF | 99.09% | 99.09% |
10.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 64'806 | 50'000 | 64'803 | 50'000 | 44'044 CHF | 34'485 CHF | 100.00% | 100.00% |
09.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 65'010 | 50'000 | 63'723 | 50'000 | 47'732 CHF | 38'045 CHF | 100.00% | 100.00% |
08.07.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 63'769 | 50'000 | 63'495 | 50'000 | 47'913 CHF | 38'269 CHF | 100.00% | 100.00% |
05.07.2024 | 1.36% | 0.79 CHF | 0.80 CHF | 63'201 | 50'000 | 63'471 | 50'000 | 48'935 CHF | 39'084 CHF | 98.86% | 98.86% |
04.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 64'517 | 50'000 | 64'720 | 50'000 | 45'221 CHF | 35'438 CHF | 100.00% | 100.00% |
03.07.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 65'771 | 50'000 | 66'305 | 50'000 | 40'286 CHF | 30'882 CHF | 99.82% | 99.82% |
02.07.2024 | 1.83% | 0.59 CHF | 0.60 CHF | 66'638 | 50'000 | 67'491 | 50'000 | 36'659 CHF | 27'666 CHF | 100.00% | 100.00% |