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 | 1.11% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'859 CHF | 22'691 CHF | 97.10% | 97.10% |
12.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'949 CHF | 22'729 CHF | 99.01% | 99.01% |
11.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'955 CHF | 23'564 CHF | 99.09% | 99.09% |
10.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'804 CHF | 23'085 CHF | 100.00% | 100.00% |
09.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'741 CHF | 23'475 CHF | 100.00% | 100.00% |
08.07.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'987 CHF | 24'411 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 59'864 | 25'000 | 58'827 CHF | 24'818 CHF | 61.81% | 61.81% |
04.07.2024 | 1.89% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 16'033 | 13'430 | 14'885 CHF | 12'693 CHF | 100.00% | 100.00% |
03.07.2024 | 1.80% | 0.95 CHF | 0.97 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 11'931 CHF | 12'147 CHF | 99.73% | 99.73% |
02.07.2024 | 1.80% | 0.92 CHF | 0.94 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 11'335 CHF | 11'541 CHF | 100.00% | 100.00% |