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 | 1.43% | 0.71 CHF | 0.72 CHF | 62'602 | 50'000 | 62'177 | 50'000 | 45'555 CHF | 37'168 CHF | 99.72% | 99.72% |
12.07.2024 | 1.47% | 0.72 CHF | 0.73 CHF | 62'438 | 50'000 | 62'936 | 50'000 | 43'272 CHF | 34'892 CHF | 99.01% | 99.01% |
11.07.2024 | 1.61% | 0.67 CHF | 0.68 CHF | 63'108 | 50'000 | 64'119 | 50'000 | 39'617 CHF | 31'407 CHF | 99.09% | 99.09% |
10.07.2024 | 1.83% | 0.59 CHF | 0.60 CHF | 64'736 | 50'000 | 64'795 | 50'000 | 37'460 CHF | 29'443 CHF | 100.00% | 100.00% |
09.07.2024 | 1.62% | 0.57 CHF | 0.58 CHF | 64'870 | 50'000 | 63'723 | 50'000 | 41'313 CHF | 32'975 CHF | 100.00% | 100.00% |
08.07.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 63'769 | 50'000 | 63'479 | 50'000 | 41'471 CHF | 33'208 CHF | 100.00% | 100.00% |
05.07.2024 | 1.57% | 0.69 CHF | 0.70 CHF | 63'201 | 50'000 | 63'459 | 50'000 | 42'494 CHF | 34'020 CHF | 98.86% | 98.86% |
04.07.2024 | 1.75% | 0.61 CHF | 0.62 CHF | 64'517 | 50'000 | 64'714 | 50'000 | 38'596 CHF | 30'349 CHF | 100.00% | 100.00% |
03.07.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 65'698 | 50'000 | 66'308 | 50'000 | 33'586 CHF | 25'829 CHF | 99.82% | 99.82% |
02.07.2024 | 2.24% | 0.49 CHF | 0.50 CHF | 66'638 | 50'000 | 67'515 | 50'000 | 29'856 CHF | 22'618 CHF | 100.00% | 100.00% |