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 | 1.56% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'001 CHF | 45'708 CHF | 97.10% | 97.10% |
12.07.2024 | 1.55% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'388 CHF | 44'337 CHF | 99.01% | 99.01% |
11.07.2024 | 1.63% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'562 | 50'000 | 52'669 CHF | 44'218 CHF | 98.73% | 98.73% |
10.07.2024 | 1.49% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'493 CHF | 40'957 CHF | 100.00% | 100.00% |
09.07.2024 | 1.62% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 66'677 | 50'000 | 55'061 CHF | 42'018 CHF | 100.00% | 100.00% |
08.07.2024 | 1.52% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'616 CHF | 44'520 CHF | 100.00% | 100.00% |
05.07.2024 | 1.61% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'108 CHF | 44'975 CHF | 98.87% | 98.87% |
04.07.2024 | 1.42% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 55'550 | 50'000 | 54'815 CHF | 50'107 CHF | 100.00% | 100.00% |
03.07.2024 | 1.52% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'384 CHF | 47'706 CHF | 99.73% | 99.73% |
02.07.2024 | 1.59% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'258 CHF | 45'940 CHF | 100.00% | 100.00% |