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 | 1.35% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'497 CHF | 18'642 CHF | 99.72% | 99.72% |
12.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 70'516 | 25'000 | 51'822 CHF | 18'627 CHF | 99.01% | 99.01% |
11.07.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 77'236 | 25'000 | 54'915 CHF | 18'042 CHF | 99.09% | 99.09% |
10.07.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'101 CHF | 17'157 CHF | 100.00% | 100.00% |
09.07.2024 | 1.41% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 76'583 | 25'000 | 53'792 CHF | 17'838 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 76'321 | 25'000 | 54'398 CHF | 18'079 CHF | 100.00% | 100.00% |
05.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 70'365 | 25'000 | 51'190 CHF | 18'440 CHF | 98.98% | 98.98% |
04.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 70'037 | 25'000 | 51'231 CHF | 18'537 CHF | 100.00% | 100.00% |
03.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 77'814 | 25'000 | 55'319 CHF | 18'030 CHF | 100.00% | 100.00% |
02.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'604 CHF | 17'001 CHF | 100.00% | 100.00% |