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 | 2.49% | 0.91 CHF | 0.93 CHF | 35'000 | 35'000 | 34'980 | 34'980 | 27'875 CHF | 28'574 CHF | 100.00% | 100.00% |
12.07.2024 | 2.45% | 0.76 CHF | 0.78 CHF | 35'000 | 35'000 | 44'295 | 44'295 | 35'823 CHF | 36'709 CHF | 100.00% | 100.00% |
11.07.2024 | 2.50% | 0.79 CHF | 0.81 CHF | 46'000 | 46'000 | 45'976 | 45'976 | 36'430 CHF | 37'350 CHF | 99.98% | 99.98% |
10.07.2024 | 2.31% | 0.83 CHF | 0.85 CHF | 46'000 | 46'000 | 46'382 | 46'382 | 39'750 CHF | 40'677 CHF | 100.00% | 100.00% |
09.07.2024 | 2.53% | 0.78 CHF | 0.80 CHF | 46'000 | 46'000 | 46'319 | 46'319 | 35'826 CHF | 36'737 CHF | 100.00% | 100.00% |
08.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 58'000 | 58'000 | 58'147 | 58'147 | 53'026 CHF | 53'608 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 59'000 | 59'000 | 58'354 | 58'354 | 54'610 CHF | 55'194 CHF | 100.00% | 100.00% |
04.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 58'000 | 58'000 | 58'046 | 58'046 | 52'604 CHF | 53'185 CHF | 100.00% | 100.00% |
03.07.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 58'000 | 58'000 | 58'284 | 58'284 | 54'352 CHF | 54'935 CHF | 100.00% | 100.00% |
02.07.2024 | 0.95% | 0.96 CHF | 0.97 CHF | 59'000 | 59'000 | 59'378 | 59'378 | 62'610 CHF | 63'204 CHF | 100.00% | 100.00% |