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 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 81'873 | 50'000 | 52'509 CHF | 32'592 CHF | 99.72% | 99.72% |
12.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 83'043 | 50'000 | 52'034 CHF | 31'843 CHF | 99.01% | 99.01% |
11.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'895 CHF | 29'886 CHF | 99.08% | 99.08% |
10.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'185 CHF | 30'047 CHF | 100.00% | 100.00% |
09.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'175 CHF | 30'597 CHF | 100.00% | 100.00% |
08.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'639 CHF | 29'188 CHF | 100.00% | 100.00% |
05.07.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 97'092 | 50'000 | 53'749 CHF | 28'194 CHF | 98.98% | 98.98% |
04.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 50'872 CHF | 28'762 CHF | 100.00% | 100.00% |
03.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 50'919 CHF | 28'788 CHF | 100.00% | 100.00% |
02.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'757 CHF | 29'810 CHF | 100.00% | 100.00% |