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 | 1.59% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'919 CHF | 41'309 CHF | 99.73% | 99.73% |
12.07.2024 | 1.61% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 69'256 | 50'000 | 56'203 CHF | 41'250 CHF | 99.01% | 99.01% |
11.07.2024 | 1.55% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'972 CHF | 40'608 CHF | 99.08% | 99.08% |
10.07.2024 | 1.69% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'580 CHF | 39'651 CHF | 100.00% | 100.00% |
09.07.2024 | 1.51% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'894 CHF | 40'530 CHF | 100.00% | 100.00% |
08.07.2024 | 1.52% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'692 CHF | 38'938 CHF | 100.00% | 100.00% |
05.07.2024 | 1.59% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'112 CHF | 38'544 CHF | 98.86% | 98.86% |
04.07.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'084 | 50'000 | 51'576 CHF | 37'322 CHF | 100.00% | 100.00% |
03.07.2024 | 1.68% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'270 CHF | 34'495 CHF | 99.82% | 99.82% |
02.07.2024 | 2.05% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 86'347 | 50'000 | 53'790 CHF | 31'810 CHF | 100.00% | 100.00% |