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% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 78'412 | 50'000 | 54'618 CHF | 35'353 CHF | 99.71% | 99.71% |
12.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'602 CHF | 34'626 CHF | 99.01% | 99.01% |
11.07.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'627 | 50'000 | 51'823 CHF | 32'647 CHF | 99.08% | 99.08% |
10.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'774 CHF | 32'859 CHF | 100.00% | 100.00% |
09.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'552 CHF | 33'345 CHF | 100.00% | 100.00% |
08.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 82'285 | 50'000 | 51'771 CHF | 31'971 CHF | 100.00% | 100.00% |
05.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'948 CHF | 31'027 CHF | 98.98% | 98.98% |
04.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'142 | 50'000 | 55'272 CHF | 31'507 CHF | 100.00% | 100.00% |
03.07.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 87'683 | 50'000 | 54'299 CHF | 31'486 CHF | 100.00% | 100.00% |
02.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'363 CHF | 32'602 CHF | 100.00% | 100.00% |