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 | 1.71% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'234 CHF | 44'279 CHF | 98.72% | 98.72% |
12.07.2024 | 1.74% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 91'586 | 75'000 | 52'320 CHF | 43'629 CHF | 99.38% | 99.38% |
11.07.2024 | 1.83% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 97'144 | 75'000 | 52'675 CHF | 41'476 CHF | 99.16% | 99.16% |
10.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 102'257 | 75'000 | 51'698 CHF | 38'695 CHF | 100.00% | 100.00% |
09.07.2024 | 1.89% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 100'303 | 75'000 | 52'532 CHF | 40'038 CHF | 100.00% | 100.00% |
08.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 99'192 | 75'000 | 52'462 CHF | 40'436 CHF | 100.00% | 100.00% |
05.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'891 | 75'000 | 52'945 CHF | 44'463 CHF | 99.62% | 99.62% |
04.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 91'499 | 75'000 | 51'655 CHF | 43'109 CHF | 100.00% | 100.00% |
03.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'200 | 75'000 | 53'041 CHF | 40'457 CHF | 99.73% | 99.73% |
02.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 113'896 | 75'000 | 52'214 CHF | 35'157 CHF | 100.00% | 100.00% |