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 | 3.00% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 79'621 | 50'000 | 55'100 CHF | 35'668 CHF | 98.73% | 98.73% |
12.07.2024 | 3.23% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 83'910 | 50'000 | 52'670 CHF | 32'476 CHF | 99.38% | 99.38% |
11.07.2024 | 3.46% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 90'239 | 50'000 | 52'234 CHF | 29'964 CHF | 95.06% | 95.06% |
10.07.2024 | 3.82% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'958 CHF | 26'990 CHF | 99.42% | 99.42% |
09.07.2024 | 5.07% | 0.53 CHF | 0.56 CHF | 25'000 | 25'000 | 29'353 | 26'552 | 16'696 CHF | 15'909 CHF | 97.84% | 97.84% |
08.07.2024 | 2.08% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 92'760 | 50'000 | 52'764 CHF | 29'084 CHF | 98.23% | 98.23% |
05.07.2024 | 2.16% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 99'626 | 50'000 | 53'264 CHF | 27'348 CHF | 99.56% | 99.56% |
04.07.2024 | 2.29% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'328 | 50'000 | 52'146 CHF | 26'596 CHF | 98.25% | 98.25% |
03.07.2024 | 2.61% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 113'246 | 50'000 | 51'909 CHF | 23'555 CHF | 97.40% | 97.40% |
02.07.2024 | 2.82% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 124'659 | 49'972 | 51'334 CHF | 21'194 CHF | 93.48% | 93.48% |