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 | 1.96% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'565 CHF | 48'918 CHF | 99.72% | 99.72% |
12.07.2024 | 2.96% | 0.97 CHF | 1.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'991 CHF | 24'711 CHF | 99.01% | 99.01% |
11.07.2024 | 2.88% | 0.98 CHF | 1.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'269 CHF | 24'979 CHF | 99.09% | 99.09% |
10.07.2024 | 3.02% | 0.93 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'969 CHF | 23'674 CHF | 99.81% | 99.81% |
09.07.2024 | 2.96% | 0.95 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'129 CHF | 24'854 CHF | 100.00% | 100.00% |
08.07.2024 | 1.87% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 52'954 | 50'000 | 53'117 CHF | 51'158 CHF | 100.00% | 100.00% |
05.07.2024 | 1.94% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 50'264 | 50'000 | 50'557 CHF | 51'284 CHF | 98.86% | 98.86% |
04.07.2024 | 1.83% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'677 CHF | 51'613 CHF | 100.00% | 100.00% |
03.07.2024 | 2.49% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 35'046 | 33'561 | 35'136 CHF | 34'461 CHF | 99.81% | 99.81% |
02.07.2024 | 2.08% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'006 CHF | 45'100 CHF | 100.00% | 100.00% |