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 | 1.70% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 69'587 | 50'000 | 55'655 CHF | 40'685 CHF | 97.10% | 97.10% |
12.07.2024 | 1.74% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'077 CHF | 39'304 CHF | 99.01% | 99.01% |
11.07.2024 | 1.76% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 69'917 | 50'000 | 53'847 CHF | 39'194 CHF | 99.00% | 99.00% |
10.07.2024 | 1.92% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 77'452 | 50'000 | 54'599 CHF | 35'957 CHF | 100.00% | 100.00% |
09.07.2024 | 1.84% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 73'335 | 50'000 | 53'231 CHF | 37'018 CHF | 100.00% | 100.00% |
08.07.2024 | 1.61% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'385 CHF | 39'476 CHF | 100.00% | 100.00% |
05.07.2024 | 1.76% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'885 CHF | 39'899 CHF | 98.87% | 98.87% |
04.07.2024 | 1.60% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'317 | 50'000 | 53'450 CHF | 45'035 CHF | 100.00% | 100.00% |
03.07.2024 | 1.67% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 63'955 | 50'000 | 53'613 CHF | 42'668 CHF | 99.73% | 99.73% |
02.07.2024 | 1.79% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 68'306 | 50'000 | 54'874 CHF | 40'940 CHF | 100.00% | 100.00% |