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 | 2.68% | 0.49 CHF | 0.51 CHF | 110'000 | 25'000 | 109'407 | 25'000 | 48'140 CHF | 11'302 CHF | 95.20% | 95.20% |
12.07.2024 | 2.62% | 0.39 CHF | 0.41 CHF | 109'249 | 25'000 | 109'920 | 25'000 | 48'961 CHF | 11'430 CHF | 99.01% | 99.01% |
11.07.2024 | 2.16% | 0.46 CHF | 0.48 CHF | 110'000 | 25'000 | 96'663 | 25'000 | 52'617 CHF | 13'967 CHF | 98.95% | 98.95% |
10.07.2024 | 1.90% | 0.65 CHF | 0.67 CHF | 80'000 | 25'000 | 85'375 | 25'000 | 52'869 CHF | 15'808 CHF | 100.00% | 100.00% |
09.07.2024 | 2.32% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 103'497 | 25'000 | 52'030 CHF | 12'904 CHF | 100.00% | 100.00% |
08.07.2024 | 2.28% | 0.52 CHF | 0.53 CHF | 100'000 | 25'000 | 101'978 | 25'000 | 51'951 CHF | 13'064 CHF | 100.00% | 100.00% |
05.07.2024 | 2.19% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 98'072 | 25'000 | 52'329 CHF | 13'659 CHF | 98.81% | 98.81% |
04.07.2024 | 2.23% | 0.49 CHF | 0.51 CHF | 110'000 | 25'000 | 97'648 | 25'000 | 52'426 CHF | 13'747 CHF | 100.00% | 100.00% |
03.07.2024 | 2.18% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 97'098 | 25'000 | 52'193 CHF | 13'860 CHF | 99.73% | 99.73% |
02.07.2024 | 1.86% | 0.57 CHF | 0.59 CHF | 90'000 | 25'000 | 82'758 | 25'000 | 52'909 CHF | 16'324 CHF | 99.09% | 99.09% |