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 | 2.48% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 85'995 | 50'000 | 52'472 CHF | 31'335 CHF | 97.09% | 97.09% |
12.07.2024 | 2.30% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'892 CHF | 30'068 CHF | 94.50% | 94.50% |
11.07.2024 | 2.22% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 88'722 | 50'000 | 52'347 CHF | 30'207 CHF | 98.96% | 98.96% |
10.07.2024 | 2.50% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 98'851 | 50'000 | 53'502 CHF | 27'758 CHF | 100.00% | 100.00% |
09.07.2024 | 2.53% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 93'914 | 50'000 | 52'496 CHF | 28'697 CHF | 100.00% | 100.00% |
08.07.2024 | 2.33% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 88'650 | 50'000 | 53'694 CHF | 31'020 CHF | 99.84% | 99.84% |
05.07.2024 | 2.36% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 87'331 | 50'000 | 53'418 CHF | 31'345 CHF | 92.90% | 92.90% |
04.07.2024 | 1.91% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 78'153 | 50'000 | 54'704 CHF | 35'694 CHF | 100.00% | 100.00% |
03.07.2024 | 2.06% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'868 CHF | 33'731 CHF | 99.73% | 99.73% |
02.07.2024 | 2.29% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 83'351 | 50'000 | 52'725 CHF | 32'405 CHF | 99.93% | 99.93% |