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 | 1.18% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 63'339 | 25'000 | 53'303 CHF | 21'305 CHF | 99.72% | 99.72% |
12.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 63'268 | 25'000 | 53'111 CHF | 21'254 CHF | 99.01% | 99.01% |
11.07.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 68'445 | 25'000 | 55'895 CHF | 20'681 CHF | 99.09% | 99.09% |
10.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'939 CHF | 19'871 CHF | 100.00% | 100.00% |
09.07.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 68'697 | 25'000 | 55'635 CHF | 20'513 CHF | 100.00% | 100.00% |
08.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 69'925 | 25'000 | 57'306 CHF | 20'739 CHF | 100.00% | 100.00% |
05.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 65'365 | 25'000 | 54'520 CHF | 21'115 CHF | 98.98% | 98.98% |
04.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 61'961 | 25'000 | 51'948 CHF | 21'223 CHF | 100.00% | 100.00% |
03.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 69'794 | 25'000 | 57'073 CHF | 20'695 CHF | 100.00% | 100.00% |
02.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'450 CHF | 19'697 CHF | 100.00% | 100.00% |