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 | 1.21% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 68'586 | 25'000 | 56'153 CHF | 20'729 CHF | 99.72% | 99.72% |
12.07.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 68'782 | 25'000 | 56'251 CHF | 20'705 CHF | 99.01% | 99.01% |
11.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'599 CHF | 20'107 CHF | 99.09% | 99.09% |
10.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'243 CHF | 19'265 CHF | 100.00% | 100.00% |
09.07.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'136 CHF | 19'942 CHF | 100.00% | 100.00% |
08.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'854 CHF | 20'198 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'946 CHF | 20'588 CHF | 98.98% | 98.98% |
04.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 57'158 CHF | 20'664 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'625 CHF | 20'116 CHF | 98.99% | 98.99% |
02.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'769 CHF | 19'096 CHF | 100.00% | 100.00% |