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 | 3.26% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 68'205 | 62'281 | 42'770 CHF | 40'262 CHF | 98.41% | 98.41% |
12.07.2024 | 2.38% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 82'206 | 75'000 | 52'074 CHF | 48'697 CHF | 99.38% | 99.38% |
11.07.2024 | 2.93% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 89'664 | 75'000 | 52'834 CHF | 45'510 CHF | 99.16% | 99.16% |
10.07.2024 | 2.89% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 91'632 | 75'000 | 51'252 CHF | 43'192 CHF | 100.00% | 100.00% |
09.07.2024 | 2.86% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 91'345 | 75'000 | 51'041 CHF | 43'134 CHF | 100.00% | 100.00% |
08.07.2024 | 2.87% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'043 CHF | 43'775 CHF | 100.00% | 100.00% |
05.07.2024 | 2.84% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'686 CHF | 44'310 CHF | 99.62% | 99.62% |
04.07.2024 | 2.82% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'583 CHF | 45'076 CHF | 100.00% | 100.00% |
03.07.2024 | 2.69% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'699 CHF | 44'255 CHF | 99.73% | 99.73% |
02.07.2024 | 3.03% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 95'250 | 75'000 | 53'209 CHF | 43'265 CHF | 100.00% | 100.00% |