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 | 1.47% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'181 CHF | 17'182 CHF | 99.72% | 99.72% |
12.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'227 CHF | 17'196 CHF | 99.01% | 99.01% |
11.07.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'393 | 25'000 | 52'523 CHF | 16'587 CHF | 99.09% | 99.09% |
10.07.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 88'610 | 25'000 | 54'890 CHF | 15'741 CHF | 100.00% | 100.00% |
09.07.2024 | 1.54% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 82'488 | 25'000 | 53'230 CHF | 16'408 CHF | 100.00% | 100.00% |
08.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'578 CHF | 16'681 CHF | 100.00% | 100.00% |
05.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'831 CHF | 17'072 CHF | 98.98% | 98.98% |
04.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'110 CHF | 17'159 CHF | 100.00% | 100.00% |
03.07.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'330 CHF | 16'603 CHF | 98.99% | 98.99% |
02.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 88'368 | 25'000 | 54'128 CHF | 15'571 CHF | 100.00% | 100.00% |