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 | 3.20% | 0.95 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'891 CHF | 48'949 CHF | 98.73% | 98.73% |
12.07.2024 | 3.04% | 0.92 CHF | 0.95 CHF | 60'000 | 50'000 | 62'421 | 50'000 | 53'810 CHF | 44'533 CHF | 99.38% | 99.38% |
11.07.2024 | 2.55% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 69'917 | 50'000 | 55'576 CHF | 40'772 CHF | 94.91% | 94.91% |
10.07.2024 | 2.83% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 78'346 | 50'000 | 55'061 CHF | 36'169 CHF | 99.42% | 99.42% |
09.07.2024 | 3.74% | 0.72 CHF | 0.75 CHF | 25'000 | 25'000 | 27'793 | 26'552 | 21'490 CHF | 21'319 CHF | 97.84% | 97.84% |
08.07.2024 | 1.58% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'441 | 50'000 | 54'346 CHF | 39'215 CHF | 98.23% | 98.23% |
05.07.2024 | 1.66% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 72'275 | 50'000 | 51'929 CHF | 36'600 CHF | 99.58% | 99.58% |
04.07.2024 | 1.64% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 78'236 | 50'000 | 54'478 CHF | 35'424 CHF | 98.25% | 98.25% |
03.07.2024 | 1.94% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 87'453 | 50'000 | 52'713 CHF | 30'784 CHF | 97.40% | 97.40% |
02.07.2024 | 2.22% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 100'455 | 50'000 | 52'689 CHF | 26'835 CHF | 93.48% | 93.48% |