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 | 1.28% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 53'950 | 50'000 | 53'961 CHF | 50'770 CHF | 97.06% | 97.06% |
12.07.2024 | 1.39% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 58'963 | 50'000 | 57'433 CHF | 49'408 CHF | 99.01% | 99.01% |
11.07.2024 | 1.33% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 57'845 | 50'000 | 56'160 CHF | 49'283 CHF | 99.08% | 99.08% |
10.07.2024 | 1.47% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'449 CHF | 46'046 CHF | 100.00% | 100.00% |
09.07.2024 | 1.53% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'694 CHF | 47'128 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 57'809 | 50'000 | 56'490 CHF | 49'599 CHF | 100.00% | 100.00% |
05.07.2024 | 1.46% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 55'984 | 50'000 | 55'103 CHF | 50'007 CHF | 98.87% | 98.87% |
04.07.2024 | 1.26% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'443 CHF | 55'132 CHF | 100.00% | 100.00% |
03.07.2024 | 1.38% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'054 CHF | 52'776 CHF | 99.73% | 99.73% |
02.07.2024 | 1.36% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 53'148 | 50'000 | 53'411 CHF | 51'020 CHF | 100.00% | 100.00% |