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 | 3.08% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'230 CHF | 40'681 CHF | 97.09% | 97.09% |
12.07.2024 | 3.08% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'456 CHF | 39'378 CHF | 94.50% | 94.50% |
11.07.2024 | 3.06% | 0.80 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'618 CHF | 39'486 CHF | 98.89% | 98.89% |
10.07.2024 | 3.25% | 0.72 CHF | 0.75 CHF | 70'000 | 50'000 | 76'318 | 50'000 | 54'255 CHF | 36'751 CHF | 100.00% | 100.00% |
09.07.2024 | 3.30% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 72'336 | 50'000 | 52'782 CHF | 37'743 CHF | 100.00% | 100.00% |
08.07.2024 | 3.03% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'539 CHF | 40'153 CHF | 99.64% | 99.64% |
05.07.2024 | 2.98% | 0.77 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'009 CHF | 40'479 CHF | 98.03% | 98.03% |
04.07.2024 | 2.66% | 0.89 CHF | 0.92 CHF | 60'000 | 50'000 | 60'389 | 50'000 | 53'051 CHF | 45'126 CHF | 100.00% | 100.00% |
03.07.2024 | 2.86% | 0.85 CHF | 0.88 CHF | 60'000 | 50'000 | 64'510 | 50'000 | 53'920 CHF | 43'048 CHF | 99.73% | 99.73% |
02.07.2024 | 2.89% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 68'383 | 50'000 | 55'128 CHF | 41'532 CHF | 99.28% | 99.28% |