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 | 1.29% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'076 CHF | 19'563 CHF | 97.09% | 97.09% |
12.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'275 CHF | 19'634 CHF | 99.01% | 99.01% |
11.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'599 CHF | 20'464 CHF | 99.09% | 99.09% |
10.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'190 CHF | 19'961 CHF | 100.00% | 100.00% |
09.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'159 CHF | 20'307 CHF | 100.00% | 100.00% |
08.07.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 62'179 | 25'000 | 52'157 CHF | 21'230 CHF | 100.00% | 100.00% |
05.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'339 | 25'000 | 51'679 CHF | 21'665 CHF | 61.81% | 61.81% |
04.07.2024 | 2.22% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 16'777 | 13'430 | 13'509 CHF | 11'032 CHF | 100.00% | 100.00% |
03.07.2024 | 1.89% | 0.83 CHF | 0.85 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 10'380 CHF | 10'578 CHF | 99.73% | 99.73% |
02.07.2024 | 2.25% | 0.79 CHF | 0.81 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'754 CHF | 9'976 CHF | 100.00% | 100.00% |