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 | 1.04% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'821 CHF | 48'321 CHF | 100.00% | 100.00% |
12.07.2024 | 1.12% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'398 CHF | 44'898 CHF | 100.00% | 100.00% |
11.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 50'908 CHF | 51'508 CHF | 100.00% | 100.00% |
10.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'240 CHF | 48'840 CHF | 100.00% | 100.00% |
09.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'407 CHF | 48'007 CHF | 100.00% | 100.00% |
08.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'802 CHF | 47'402 CHF | 100.00% | 100.00% |
05.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'345 CHF | 48'945 CHF | 100.00% | 100.00% |
04.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 45'161 CHF | 45'761 CHF | 100.00% | 100.00% |
03.07.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 46'668 CHF | 47'368 CHF | 100.00% | 100.00% |
02.07.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 80'000 | 80'000 | 74'019 | 74'019 | 45'399 CHF | 46'139 CHF | 100.00% | 100.00% |