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 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 73'340 | 25'000 | 52'925 CHF | 18'305 CHF | 99.69% | 99.69% |
12.07.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 73'268 | 25'000 | 52'709 CHF | 18'250 CHF | 99.01% | 99.01% |
11.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 78'170 | 25'000 | 54'529 CHF | 17'704 CHF | 99.09% | 99.09% |
10.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'189 CHF | 16'872 CHF | 100.00% | 100.00% |
09.07.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 78'697 | 25'000 | 54'297 CHF | 17'513 CHF | 100.00% | 100.00% |
08.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80'000 | 25'000 | 79'925 | 25'000 | 55'911 CHF | 17'739 CHF | 100.00% | 100.00% |
05.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 75'365 | 25'000 | 53'823 CHF | 18'115 CHF | 98.98% | 98.98% |
04.07.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 71'961 | 25'000 | 51'702 CHF | 18'223 CHF | 100.00% | 100.00% |
03.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 79'794 | 25'000 | 55'676 CHF | 17'695 CHF | 100.00% | 100.00% |
02.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'672 CHF | 16'710 CHF | 100.00% | 100.00% |