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 | 1.16% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'412 CHF | 21'672 CHF | 99.70% | 99.70% |
12.07.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'470 CHF | 21'696 CHF | 99.01% | 99.01% |
11.07.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 66'809 | 25'000 | 55'581 CHF | 21'070 CHF | 99.09% | 99.09% |
10.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'957 CHF | 20'235 CHF | 100.00% | 100.00% |
09.07.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 65'706 | 25'000 | 54'199 CHF | 20'908 CHF | 100.00% | 100.00% |
08.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 65'408 | 25'000 | 54'717 CHF | 21'181 CHF | 100.00% | 100.00% |
05.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'132 CHF | 21'555 CHF | 98.98% | 98.98% |
04.07.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'339 CHF | 21'641 CHF | 100.00% | 100.00% |
03.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 66'302 | 25'000 | 55'231 CHF | 21'087 CHF | 100.00% | 100.00% |
02.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'472 CHF | 20'061 CHF | 100.00% | 100.00% |