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 | 1.19% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 64'434 | 25'000 | 53'704 CHF | 21'113 CHF | 97.10% | 97.10% |
12.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 65'087 | 25'000 | 54'399 CHF | 21'169 CHF | 99.01% | 99.01% |
11.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'241 CHF | 22'017 CHF | 99.09% | 99.09% |
10.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'052 CHF | 21'522 CHF | 100.00% | 100.00% |
09.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'922 CHF | 21'884 CHF | 100.00% | 100.00% |
08.07.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'070 CHF | 22'779 CHF | 100.00% | 100.00% |
05.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'111 CHF | 23'213 CHF | 61.81% | 61.81% |
04.07.2024 | 1.91% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 16'033 | 13'430 | 13'891 CHF | 11'843 CHF | 100.00% | 100.00% |
03.07.2024 | 1.93% | 0.89 CHF | 0.91 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 11'144 CHF | 11'361 CHF | 99.73% | 99.73% |
02.07.2024 | 1.87% | 0.85 CHF | 0.87 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 10'534 CHF | 10'734 CHF | 100.00% | 100.00% |