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 | 1.23% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'686 CHF | 47'820 CHF | 99.72% | 99.72% |
12.07.2024 | 1.13% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'807 | 50'000 | 58'733 CHF | 49'662 CHF | 99.01% | 99.01% |
11.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 51'064 | 50'000 | 51'404 CHF | 50'852 CHF | 99.09% | 99.09% |
10.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 59'694 | 50'000 | 58'283 CHF | 49'324 CHF | 100.00% | 100.00% |
09.07.2024 | 0.98% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 50'996 | 50'000 | 51'509 CHF | 51'028 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'429 | 50'000 | 52'371 CHF | 52'448 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'764 CHF | 47'881 CHF | 94.77% | 94.77% |
04.07.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'174 CHF | 45'645 CHF | 100.00% | 100.00% |
03.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'191 CHF | 44'826 CHF | 99.82% | 99.82% |
02.07.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'179 CHF | 43'983 CHF | 100.00% | 100.00% |