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 | 3.12% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 65'585 | 62'281 | 42'457 CHF | 41'495 CHF | 98.41% | 98.41% |
12.07.2024 | 2.31% | 0.66 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'322 CHF | 50'197 CHF | 99.38% | 99.38% |
11.07.2024 | 2.76% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 86'892 | 75'000 | 52'863 CHF | 46'975 CHF | 99.15% | 99.15% |
10.07.2024 | 2.73% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'154 CHF | 44'666 CHF | 100.00% | 100.00% |
09.07.2024 | 2.79% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'084 CHF | 44'634 CHF | 100.00% | 100.00% |
08.07.2024 | 2.80% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'816 CHF | 45'264 CHF | 100.00% | 100.00% |
05.07.2024 | 2.78% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'466 CHF | 45'810 CHF | 99.62% | 99.62% |
04.07.2024 | 2.72% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'383 CHF | 46'568 CHF | 100.00% | 100.00% |
03.07.2024 | 2.60% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'499 CHF | 45'755 CHF | 99.73% | 99.73% |
02.07.2024 | 2.90% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 91'166 | 75'000 | 52'787 CHF | 44'752 CHF | 100.00% | 100.00% |