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 | 3.23% | 0.91 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'864 CHF | 23'610 CHF | 94.83% | 94.83% |
12.07.2024 | 2.99% | 0.92 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'761 CHF | 23'509 CHF | 99.01% | 99.01% |
11.07.2024 | 3.11% | 0.91 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'569 CHF | 22'595 CHF | 99.08% | 99.08% |
10.07.2024 | 3.15% | 0.86 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'580 CHF | 22'178 CHF | 100.00% | 100.00% |
09.07.2024 | 3.43% | 0.86 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'284 CHF | 22'113 CHF | 100.00% | 100.00% |
08.07.2024 | 3.35% | 0.85 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'141 CHF | 22'034 CHF | 100.00% | 100.00% |
05.07.2024 | 3.43% | 0.84 CHF | 0.87 CHF | 60'000 | 25'000 | 61'527 | 25'000 | 51'871 CHF | 21'820 CHF | 98.87% | 98.87% |
04.07.2024 | 2.93% | 0.85 CHF | 0.87 CHF | 60'000 | 25'000 | 62'357 | 25'000 | 52'270 CHF | 21'599 CHF | 100.00% | 100.00% |
03.07.2024 | 2.93% | 0.81 CHF | 0.84 CHF | 70'000 | 25'000 | 69'628 | 25'000 | 56'977 CHF | 21'069 CHF | 99.73% | 99.73% |
02.07.2024 | 3.03% | 0.80 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'943 CHF | 20'961 CHF | 100.00% | 100.00% |