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 | 1.58% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'799 CHF | 44'698 CHF | 97.09% | 97.09% |
12.07.2024 | 1.40% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'667 CHF | 46'196 CHF | 99.01% | 99.01% |
11.07.2024 | 1.35% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'821 CHF | 46'307 CHF | 99.00% | 99.00% |
10.07.2024 | 1.36% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 59'095 | 50'000 | 57'840 CHF | 49'626 CHF | 100.00% | 100.00% |
09.07.2024 | 1.34% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'907 | 50'000 | 57'486 CHF | 48'630 CHF | 100.00% | 100.00% |
08.07.2024 | 1.43% | 0.93 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'629 CHF | 46'178 CHF | 100.00% | 100.00% |
05.07.2024 | 1.54% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'389 CHF | 46'025 CHF | 98.87% | 98.87% |
04.07.2024 | 1.70% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 69'181 | 50'000 | 55'589 CHF | 40'893 CHF | 100.00% | 100.00% |
03.07.2024 | 1.66% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 61'169 | 50'000 | 52'205 CHF | 43'413 CHF | 99.73% | 99.73% |
02.07.2024 | 1.53% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'376 CHF | 45'167 CHF | 100.00% | 100.00% |