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 | 1.47% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'030 CHF | 51'403 CHF | 98.72% | 98.72% |
12.07.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'136 CHF | 50'565 CHF | 99.38% | 99.38% |
11.07.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 83'792 | 75'000 | 53'238 CHF | 48'456 CHF | 99.15% | 99.15% |
10.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'793 CHF | 45'578 CHF | 100.00% | 100.00% |
09.07.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 85'817 | 75'000 | 52'884 CHF | 47'027 CHF | 100.00% | 100.00% |
08.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 86'872 | 75'000 | 53'903 CHF | 47'330 CHF | 96.30% | 96.30% |
05.07.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'963 CHF | 51'340 CHF | 99.62% | 99.62% |
04.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'514 CHF | 49'982 CHF | 100.00% | 100.00% |
03.07.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 84'256 | 75'000 | 52'400 CHF | 47'433 CHF | 99.73% | 99.73% |
02.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 96'886 | 75'000 | 53'359 CHF | 42'083 CHF | 100.00% | 100.00% |