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 | 1.12% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'360 CHF | 22'483 CHF | 97.10% | 97.10% |
12.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'464 CHF | 22'527 CHF | 99.01% | 99.01% |
11.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'392 CHF | 23'330 CHF | 99.09% | 99.09% |
10.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'251 CHF | 22'855 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'163 CHF | 23'235 CHF | 100.00% | 100.00% |
08.07.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'434 CHF | 24'181 CHF | 100.00% | 100.00% |
05.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 58'402 CHF | 24'584 CHF | 61.81% | 61.81% |
04.07.2024 | 1.84% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 16'033 | 13'430 | 14'743 CHF | 12'569 CHF | 100.00% | 100.00% |
03.07.2024 | 1.88% | 0.94 CHF | 0.96 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 11'826 CHF | 12'050 CHF | 99.73% | 99.73% |
02.07.2024 | 1.94% | 0.91 CHF | 0.93 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 11'215 CHF | 11'435 CHF | 100.00% | 100.00% |