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 | 1.71% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'120 | 75'000 | 52'168 CHF | 44'168 CHF | 98.72% | 98.72% |
12.07.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 90'565 | 75'000 | 53'287 CHF | 44'901 CHF | 99.38% | 99.38% |
11.07.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 84'873 | 75'000 | 52'411 CHF | 47'132 CHF | 99.16% | 99.16% |
10.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'468 CHF | 49'938 CHF | 100.00% | 100.00% |
09.07.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 82'610 | 75'000 | 52'639 CHF | 48'585 CHF | 100.00% | 100.00% |
08.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 81'940 | 75'000 | 51'909 CHF | 48'300 CHF | 100.00% | 100.00% |
05.07.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'486 CHF | 44'488 CHF | 99.62% | 99.62% |
04.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'119 CHF | 45'849 CHF | 100.00% | 100.00% |
03.07.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 81'120 | 75'000 | 51'501 CHF | 48'382 CHF | 99.73% | 99.73% |
02.07.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'313 | 75'000 | 56'027 CHF | 53'740 CHF | 99.99% | 99.99% |