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 | 3.44% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 71'831 | 62'201 | 43'438 CHF | 38'824 CHF | 98.73% | 98.73% |
12.07.2024 | 2.90% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 89'974 | 75'000 | 54'820 CHF | 47'040 CHF | 99.38% | 99.38% |
11.07.2024 | 2.84% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 93'441 | 75'000 | 52'919 CHF | 43'761 CHF | 99.15% | 99.15% |
10.07.2024 | 3.01% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'726 CHF | 41'527 CHF | 100.00% | 100.00% |
09.07.2024 | 3.02% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'637 CHF | 41'459 CHF | 100.00% | 100.00% |
08.07.2024 | 3.01% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 54'413 CHF | 42'056 CHF | 100.00% | 100.00% |
05.07.2024 | 2.91% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 97'508 | 75'000 | 53'753 CHF | 42'588 CHF | 99.62% | 99.62% |
04.07.2024 | 2.82% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 91'569 | 75'000 | 51'399 CHF | 43'317 CHF | 100.00% | 100.00% |
03.07.2024 | 3.15% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 97'974 | 75'000 | 53'910 CHF | 42'606 CHF | 99.73% | 99.73% |
02.07.2024 | 3.03% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 97'036 | 75'000 | 52'069 CHF | 41'550 CHF | 100.00% | 100.00% |