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 | 1.33% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 61'786 | 50'000 | 49'589 CHF | 40'666 CHF | 68.57% | 68.57% |
12.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 62'438 | 50'000 | 60'071 | 50'000 | 51'766 CHF | 43'608 CHF | 99.01% | 99.01% |
11.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'886 CHF | 47'093 CHF | 99.09% | 99.09% |
10.07.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 59'847 | 50'000 | 58'115 CHF | 49'091 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 59'843 | 50'000 | 54'000 CHF | 45'644 CHF | 100.00% | 100.00% |
08.07.2024 | 1.25% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'916 CHF | 45'494 CHF | 100.00% | 100.00% |
05.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'043 CHF | 44'702 CHF | 98.86% | 98.86% |
04.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'925 | 50'000 | 57'383 CHF | 48'382 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'420 CHF | 52'964 CHF | 99.82% | 99.82% |
02.07.2024 | 0.89% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'695 CHF | 56'195 CHF | 100.00% | 100.00% |