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 | 2.44% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 86'661 | 75'000 | 52'173 CHF | 46'363 CHF | 80.37% | 80.37% |
12.07.2024 | 2.12% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 89'082 | 75'000 | 52'883 CHF | 45'537 CHF | 88.14% | 88.14% |
11.07.2024 | 1.84% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 97'422 | 75'000 | 52'603 CHF | 41'314 CHF | 90.87% | 90.87% |
10.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 110'013 | 75'000 | 51'936 CHF | 36'157 CHF | 100.00% | 100.00% |
09.07.2024 | 2.07% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 109'433 | 75'000 | 52'264 CHF | 36'625 CHF | 94.95% | 94.95% |
08.07.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 108'697 | 75'000 | 52'657 CHF | 37'097 CHF | 99.31% | 99.31% |
05.07.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 101'342 | 75'000 | 52'718 CHF | 39'797 CHF | 97.54% | 97.54% |
04.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 101'731 | 75'000 | 51'056 CHF | 38'412 CHF | 95.45% | 95.45% |
03.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 108'228 | 75'000 | 52'109 CHF | 36'895 CHF | 99.90% | 99.90% |
02.07.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 124'244 | 75'000 | 51'686 CHF | 31'981 CHF | 99.90% | 99.90% |