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 | 3.74% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 72'546 | 62'202 | 40'804 CHF | 36'214 CHF | 98.73% | 98.73% |
12.07.2024 | 3.16% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 91'617 | 75'000 | 51'932 CHF | 43'909 CHF | 96.58% | 96.58% |
11.07.2024 | 3.04% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 99'562 | 75'000 | 52'128 CHF | 40'507 CHF | 99.15% | 99.15% |
10.07.2024 | 3.11% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 106'145 | 75'000 | 52'399 CHF | 38'212 CHF | 100.00% | 100.00% |
09.07.2024 | 3.24% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 106'383 | 75'000 | 52'463 CHF | 38'221 CHF | 100.00% | 100.00% |
08.07.2024 | 3.16% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 100'904 | 75'000 | 50'621 CHF | 38'842 CHF | 100.00% | 100.00% |
05.07.2024 | 3.16% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 50'826 CHF | 39'343 CHF | 99.62% | 99.62% |
04.07.2024 | 3.10% | 0.51 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'820 CHF | 40'087 CHF | 100.00% | 100.00% |
03.07.2024 | 3.31% | 0.51 CHF | 0.53 CHF | 100'000 | 75'000 | 100'259 | 75'000 | 50'987 CHF | 39'430 CHF | 99.73% | 99.73% |
02.07.2024 | 2.92% | 0.51 CHF | 0.53 CHF | 100'000 | 75'000 | 105'295 | 75'000 | 52'056 CHF | 38'248 CHF | 100.00% | 100.00% |