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 | 1.51% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'757 CHF | 16'736 CHF | 99.72% | 99.72% |
12.07.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'666 CHF | 16'708 CHF | 99.01% | 99.01% |
11.07.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 82'763 | 25'000 | 52'506 CHF | 16'125 CHF | 99.09% | 99.09% |
10.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 54'217 CHF | 15'310 CHF | 100.00% | 100.00% |
09.07.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 83'802 | 25'000 | 52'604 CHF | 15'973 CHF | 100.00% | 100.00% |
08.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 80'134 | 25'000 | 51'124 CHF | 16'200 CHF | 100.00% | 100.00% |
05.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'333 CHF | 16'604 CHF | 98.98% | 98.98% |
04.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'554 CHF | 16'673 CHF | 100.00% | 100.00% |
03.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 80'436 | 25'000 | 51'073 CHF | 16'126 CHF | 100.00% | 100.00% |
02.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'481 CHF | 15'106 CHF | 100.00% | 100.00% |