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 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'026 CHF | 29'959 CHF | 98.72% | 98.72% |
12.07.2024 | 1.77% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 95'047 | 50'000 | 53'307 CHF | 28'579 CHF | 99.38% | 99.38% |
11.07.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 99'348 | 75'000 | 52'217 CHF | 40'186 CHF | 99.15% | 99.15% |
10.07.2024 | 2.08% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 108'868 | 75'000 | 51'802 CHF | 36'469 CHF | 100.00% | 100.00% |
09.07.2024 | 1.90% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 100'065 | 75'000 | 52'202 CHF | 39'878 CHF | 100.00% | 100.00% |
08.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 99'269 | 50'000 | 53'453 CHF | 27'431 CHF | 100.00% | 100.00% |
05.07.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 89'685 | 50'000 | 54'138 CHF | 30'702 CHF | 99.62% | 99.62% |
04.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'343 CHF | 29'024 CHF | 100.00% | 100.00% |
03.07.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 98'434 | 75'000 | 53'632 CHF | 41'636 CHF | 99.73% | 99.73% |
02.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 101'396 | 50'000 | 51'003 CHF | 25'660 CHF | 95.88% | 95.88% |