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 | 2.30% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 94'739 | 75'000 | 52'670 CHF | 42'780 CHF | 98.73% | 98.73% |
12.07.2024 | 2.33% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 93'221 | 75'000 | 52'013 CHF | 42'892 CHF | 99.38% | 99.38% |
11.07.2024 | 2.11% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 88'774 | 75'000 | 53'119 CHF | 45'867 CHF | 98.43% | 98.43% |
10.07.2024 | 1.84% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 79'405 | 75'000 | 54'302 CHF | 52'263 CHF | 100.00% | 100.00% |
09.07.2024 | 1.88% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 81'127 | 75'000 | 52'771 CHF | 49'744 CHF | 99.28% | 99.28% |
08.07.2024 | 1.97% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'394 | 75'000 | 52'309 CHF | 49'779 CHF | 99.62% | 99.62% |
05.07.2024 | 2.04% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 87'134 | 75'000 | 54'037 CHF | 47'531 CHF | 99.62% | 99.62% |
04.07.2024 | 1.87% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'942 CHF | 67'180 CHF | 100.00% | 100.00% |
03.07.2024 | 1.67% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'133 CHF | 70'298 CHF | 99.73% | 99.73% |
02.07.2024 | 1.64% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'824 CHF | 79'107 CHF | 99.98% | 99.98% |