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 | 3.21% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 65'585 | 62'281 | 42'410 CHF | 41'495 CHF | 98.41% | 98.41% |
12.07.2024 | 2.33% | 0.66 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'285 CHF | 50'175 CHF | 99.38% | 99.38% |
11.07.2024 | 2.76% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 87'078 | 75'000 | 52'922 CHF | 46'923 CHF | 99.15% | 99.15% |
10.07.2024 | 2.75% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'065 CHF | 44'599 CHF | 100.00% | 100.00% |
09.07.2024 | 2.79% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'006 CHF | 44'567 CHF | 100.00% | 100.00% |
08.07.2024 | 2.84% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'773 CHF | 45'246 CHF | 100.00% | 100.00% |
05.07.2024 | 2.66% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'457 CHF | 45'746 CHF | 99.62% | 99.62% |
04.07.2024 | 2.89% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'258 CHF | 46'540 CHF | 100.00% | 100.00% |
03.07.2024 | 2.83% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'354 CHF | 45'737 CHF | 99.73% | 99.73% |
02.07.2024 | 3.05% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 91'534 | 75'000 | 52'854 CHF | 44'699 CHF | 99.43% | 99.43% |