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 | 2.93% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 65'585 | 62'281 | 44'686 CHF | 43'595 CHF | 98.41% | 98.41% |
12.07.2024 | 2.52% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'920 CHF | 52'802 CHF | 99.38% | 99.38% |
11.07.2024 | 2.51% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 83'101 | 75'000 | 53'307 CHF | 49'404 CHF | 99.16% | 99.16% |
10.07.2024 | 2.49% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 55'172 CHF | 47'137 CHF | 100.00% | 100.00% |
09.07.2024 | 2.64% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 55'037 CHF | 47'088 CHF | 100.00% | 100.00% |
08.07.2024 | 2.70% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 89'125 | 75'000 | 55'195 CHF | 47'727 CHF | 100.00% | 100.00% |
05.07.2024 | 2.64% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 84'617 | 75'000 | 53'036 CHF | 48'297 CHF | 99.62% | 99.62% |
04.07.2024 | 2.67% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 50'854 CHF | 48'965 CHF | 100.00% | 100.00% |
03.07.2024 | 2.56% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 83'884 | 75'000 | 52'568 CHF | 48'251 CHF | 99.73% | 99.73% |
02.07.2024 | 2.40% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 86'392 | 75'000 | 52'885 CHF | 47'113 CHF | 100.00% | 100.00% |