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 | 3.42% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 71'798 | 62'281 | 43'565 CHF | 39'003 CHF | 98.41% | 98.41% |
12.07.2024 | 2.48% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 89'576 | 75'000 | 54'953 CHF | 47'175 CHF | 99.38% | 99.38% |
11.07.2024 | 2.95% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 93'413 | 75'000 | 53'041 CHF | 43'923 CHF | 99.15% | 99.15% |
10.07.2024 | 2.96% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'850 CHF | 41'599 CHF | 100.00% | 100.00% |
09.07.2024 | 3.15% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'704 CHF | 41'567 CHF | 100.00% | 100.00% |
08.07.2024 | 3.05% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 54'636 CHF | 42'246 CHF | 100.00% | 100.00% |
05.07.2024 | 2.85% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 97'014 | 75'000 | 53'705 CHF | 42'746 CHF | 99.62% | 99.62% |
04.07.2024 | 3.09% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'921 | 75'000 | 51'165 CHF | 43'540 CHF | 100.00% | 100.00% |
03.07.2024 | 2.94% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 96'614 | 75'000 | 53'380 CHF | 42'698 CHF | 99.73% | 99.73% |
02.07.2024 | 3.27% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 96'908 | 75'000 | 52'062 CHF | 41'699 CHF | 99.43% | 99.43% |