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 | 1.39% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 74'815 | 25'000 | 53'404 CHF | 18'112 CHF | 99.72% | 99.72% |
12.07.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 76'399 | 25'000 | 54'369 CHF | 18'056 CHF | 99.01% | 99.01% |
11.07.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 79'035 | 25'000 | 54'540 CHF | 17'511 CHF | 99.09% | 99.09% |
10.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'469 CHF | 16'647 CHF | 100.00% | 100.00% |
09.07.2024 | 1.46% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 79'184 | 25'000 | 53'932 CHF | 17'288 CHF | 100.00% | 100.00% |
08.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'443 CHF | 17'576 CHF | 100.00% | 100.00% |
05.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 77'764 | 25'000 | 54'938 CHF | 17'921 CHF | 98.98% | 98.98% |
04.07.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 80'000 | 25'000 | 77'310 | 25'000 | 54'926 CHF | 18'020 CHF | 100.00% | 100.00% |
03.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 79'978 | 25'000 | 55'190 CHF | 17'502 CHF | 100.00% | 100.00% |
02.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'989 CHF | 16'496 CHF | 100.00% | 100.00% |