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 | 1.56% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 82'369 | 25'000 | 52'351 CHF | 16'151 CHF | 99.69% | 99.69% |
12.07.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 81'507 | 25'000 | 51'881 CHF | 16'171 CHF | 99.01% | 99.01% |
11.07.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 87'938 | 25'000 | 53'814 CHF | 15'562 CHF | 99.09% | 99.09% |
10.07.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'922 CHF | 14'673 CHF | 100.00% | 100.00% |
09.07.2024 | 1.64% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 87'730 | 25'000 | 52'980 CHF | 15'367 CHF | 100.00% | 100.00% |
08.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 88'477 | 25'000 | 54'344 CHF | 15'612 CHF | 100.00% | 100.00% |
05.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 81'575 | 25'000 | 51'444 CHF | 16'022 CHF | 98.98% | 98.98% |
04.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 81'774 | 25'000 | 51'721 CHF | 16'069 CHF | 100.00% | 100.00% |
03.07.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 89'588 | 25'000 | 54'857 CHF | 15'560 CHF | 100.00% | 100.00% |
02.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'445 CHF | 14'540 CHF | 100.00% | 100.00% |