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 | 1.47% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 79'946 | 50'000 | 54'074 CHF | 34'320 CHF | 99.72% | 99.72% |
12.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 75'781 | 50'000 | 54'016 CHF | 36'162 CHF | 99.01% | 99.01% |
11.07.2024 | 1.65% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'152 | 50'000 | 51'701 CHF | 37'466 CHF | 99.09% | 99.09% |
10.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 78'461 | 50'000 | 55'476 CHF | 35'868 CHF | 100.00% | 100.00% |
09.07.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 70'478 | 50'000 | 52'178 CHF | 37'603 CHF | 100.00% | 100.00% |
08.07.2024 | 1.46% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'188 | 50'000 | 53'960 CHF | 39'012 CHF | 100.00% | 100.00% |
05.07.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'165 | 50'000 | 54'380 CHF | 34'448 CHF | 98.86% | 98.86% |
04.07.2024 | 1.96% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 82'947 | 50'000 | 52'449 CHF | 32'271 CHF | 100.00% | 100.00% |
03.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 85'270 | 50'000 | 52'823 CHF | 31'502 CHF | 99.82% | 99.82% |
02.07.2024 | 1.99% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 89'373 | 50'000 | 53'574 CHF | 30'586 CHF | 100.00% | 100.00% |