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 | 3.58% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 72'081 | 62'201 | 42'086 CHF | 37'523 CHF | 98.73% | 98.73% |
12.07.2024 | 2.98% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'984 CHF | 45'488 CHF | 99.38% | 99.38% |
11.07.2024 | 2.89% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 96'422 | 75'000 | 52'594 CHF | 42'179 CHF | 99.16% | 99.16% |
10.07.2024 | 3.27% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'589 CHF | 39'977 CHF | 100.00% | 100.00% |
09.07.2024 | 3.13% | 0.50 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'512 CHF | 39'864 CHF | 100.00% | 100.00% |
08.07.2024 | 2.99% | 0.51 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'352 CHF | 40'456 CHF | 100.00% | 100.00% |
05.07.2024 | 3.12% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'038 CHF | 41'039 CHF | 99.62% | 99.62% |
04.07.2024 | 2.69% | 0.53 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 54'091 CHF | 41'676 CHF | 100.00% | 100.00% |
03.07.2024 | 3.20% | 0.53 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'006 CHF | 41'047 CHF | 99.73% | 99.73% |
02.07.2024 | 3.13% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 101'703 | 75'000 | 52'459 CHF | 39'989 CHF | 99.85% | 99.85% |