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 | 1.21% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'820 CHF | 44'551 CHF | 99.72% | 99.72% |
12.07.2024 | 1.23% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 61'173 | 50'000 | 51'067 CHF | 42'283 CHF | 93.09% | 93.09% |
11.07.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 63'148 | 50'000 | 64'102 | 50'000 | 48'979 CHF | 38'718 CHF | 99.09% | 99.09% |
10.07.2024 | 1.44% | 0.74 CHF | 0.75 CHF | 64'730 | 50'000 | 64'809 | 50'000 | 47'010 CHF | 36'797 CHF | 100.00% | 100.00% |
09.07.2024 | 1.29% | 0.72 CHF | 0.73 CHF | 64'870 | 50'000 | 62'677 | 50'000 | 49'652 CHF | 40'203 CHF | 94.08% | 94.08% |
08.07.2024 | 1.40% | 0.79 CHF | 0.80 CHF | 63'729 | 50'000 | 63'496 | 50'000 | 50'802 CHF | 40'570 CHF | 100.00% | 100.00% |
05.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 63'306 | 50'000 | 62'831 | 50'000 | 50'900 CHF | 41'035 CHF | 73.63% | 73.63% |
04.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 64'511 | 50'000 | 64'723 | 50'000 | 48'121 CHF | 37'676 CHF | 100.00% | 100.00% |
03.07.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 65'821 | 50'000 | 66'315 | 50'000 | 43'416 CHF | 33'238 CHF | 99.82% | 99.82% |
02.07.2024 | 1.69% | 0.64 CHF | 0.65 CHF | 66'660 | 50'000 | 67'497 | 50'000 | 39'753 CHF | 29'956 CHF | 100.00% | 100.00% |