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 | 2.22% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 87'319 | 50'000 | 52'632 CHF | 30'874 CHF | 97.04% | 97.04% |
12.07.2024 | 2.12% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 82'343 | 50'000 | 52'151 CHF | 32'373 CHF | 99.01% | 99.01% |
11.07.2024 | 2.27% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 82'551 | 50'000 | 52'403 CHF | 32'536 CHF | 99.00% | 99.00% |
10.07.2024 | 1.94% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 78'490 | 50'000 | 55'016 CHF | 35'751 CHF | 100.00% | 100.00% |
09.07.2024 | 1.96% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 79'719 | 50'000 | 54'405 CHF | 34'806 CHF | 100.00% | 100.00% |
08.07.2024 | 2.22% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 83'167 | 50'000 | 52'574 CHF | 32'365 CHF | 100.00% | 100.00% |
05.07.2024 | 2.27% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 84'666 | 50'000 | 53'245 CHF | 32'215 CHF | 98.87% | 98.87% |
04.07.2024 | 2.58% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 99'169 | 50'000 | 52'259 CHF | 27'057 CHF | 100.00% | 100.00% |
03.07.2024 | 2.42% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'827 | 50'000 | 52'353 CHF | 29'539 CHF | 99.73% | 99.73% |
02.07.2024 | 2.40% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 87'126 | 50'000 | 53'234 CHF | 31'342 CHF | 99.36% | 99.36% |