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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.90% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 92'530 | 50'000 | 51'696 CHF | 28'485 CHF | 99.01% | 99.01% |
11.07.2024 | 1.92% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 99'877 | 50'000 | 53'391 CHF | 27'247 CHF | 99.08% | 99.08% |
10.07.2024 | 2.11% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 99'044 | 50'000 | 53'427 CHF | 27'555 CHF | 100.00% | 100.00% |
09.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 97'315 | 50'000 | 53'435 CHF | 28'026 CHF | 100.00% | 100.00% |
08.07.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 91'382 | 50'000 | 51'559 CHF | 28'749 CHF | 100.00% | 100.00% |
05.07.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'737 | 50'000 | 52'490 CHF | 29'475 CHF | 98.86% | 98.86% |
04.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'950 CHF | 27'475 CHF | 100.00% | 100.00% |
03.07.2024 | 2.48% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 103'649 | 50'000 | 51'380 CHF | 25'422 CHF | 99.82% | 99.82% |
02.07.2024 | 2.29% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 112'341 | 50'000 | 51'874 CHF | 23'641 CHF | 100.00% | 100.00% |
01.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 110'903 | 50'000 | 50'954 CHF | 23'479 CHF | 93.55% | 93.55% |