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 | 1.67% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'363 CHF | 15'073 CHF | 99.72% | 99.72% |
12.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'163 CHF | 15'018 CHF | 99.01% | 99.01% |
11.07.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 92'385 | 25'000 | 52'441 CHF | 14'454 CHF | 99.09% | 99.09% |
10.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 53'486 CHF | 13'622 CHF | 100.00% | 100.00% |
09.07.2024 | 1.77% | 0.52 CHF | 0.53 CHF | 100'000 | 25'000 | 93'541 | 25'000 | 52'340 CHF | 14'264 CHF | 100.00% | 100.00% |
08.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'340 CHF | 14'511 CHF | 100.00% | 100.00% |
05.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'690 CHF | 14'886 CHF | 98.98% | 98.98% |
04.07.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'102 CHF | 15'000 CHF | 100.00% | 100.00% |
03.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'076 | 25'000 | 51'298 CHF | 14'488 CHF | 100.00% | 100.00% |
02.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 52'879 CHF | 13'470 CHF | 100.00% | 100.00% |