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 | 1.43% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'631 CHF | 48'716 CHF | 99.68% | 99.68% |
12.07.2024 | 1.64% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'638 | 50'000 | 54'479 CHF | 45'697 CHF | 99.01% | 99.01% |
11.07.2024 | 1.63% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 61'606 | 50'000 | 52'259 CHF | 43'139 CHF | 99.08% | 99.08% |
10.07.2024 | 1.91% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'933 CHF | 39'994 CHF | 100.00% | 100.00% |
09.07.2024 | 1.69% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'345 CHF | 40'205 CHF | 100.00% | 100.00% |
08.07.2024 | 1.58% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'043 CHF | 39'942 CHF | 100.00% | 100.00% |
05.07.2024 | 1.81% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'295 | 50'000 | 51'960 CHF | 37'642 CHF | 98.98% | 98.98% |
04.07.2024 | 1.95% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'369 CHF | 34'010 CHF | 100.00% | 100.00% |
03.07.2024 | 2.02% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 81'943 | 50'000 | 52'300 CHF | 32'587 CHF | 100.00% | 100.00% |
02.07.2024 | 2.31% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 97'518 | 50'000 | 52'391 CHF | 27'556 CHF | 94.61% | 94.61% |