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 | 1.22% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 69'768 | 25'000 | 56'986 CHF | 20'672 CHF | 99.69% | 99.69% |
12.07.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 68'793 | 25'000 | 56'234 CHF | 20'696 CHF | 99.01% | 99.01% |
11.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'496 CHF | 20'070 CHF | 99.09% | 99.09% |
10.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'175 CHF | 19'241 CHF | 100.00% | 100.00% |
09.07.2024 | 1.26% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'041 CHF | 19'908 CHF | 100.00% | 100.00% |
08.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'806 CHF | 20'181 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'854 CHF | 20'555 CHF | 98.98% | 98.98% |
04.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 57'095 CHF | 20'641 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'542 CHF | 20'087 CHF | 100.00% | 100.00% |
02.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'700 CHF | 19'071 CHF | 100.00% | 100.00% |