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 | 2.42% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'625 CHF | 39'975 CHF | 98.72% | 98.72% |
12.07.2024 | 2.36% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'168 CHF | 39'615 CHF | 99.38% | 99.38% |
11.07.2024 | 1.98% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'276 CHF | 41'001 CHF | 99.15% | 99.15% |
10.07.2024 | 2.21% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'789 CHF | 41'469 CHF | 100.00% | 100.00% |
09.07.2024 | 2.31% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'687 CHF | 41'435 CHF | 100.00% | 100.00% |
08.07.2024 | 2.12% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'498 CHF | 40'490 CHF | 100.00% | 100.00% |
05.07.2024 | 2.40% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'806 CHF | 40'096 CHF | 99.62% | 99.62% |
04.07.2024 | 2.08% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'409 CHF | 40'410 CHF | 100.00% | 100.00% |
03.07.2024 | 2.35% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'679 CHF | 41'449 CHF | 99.73% | 99.73% |
02.07.2024 | 1.84% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 68'547 | 50'000 | 56'895 CHF | 42'284 CHF | 100.00% | 100.00% |