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 | 2.74% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 69'756 | 50'000 | 55'608 CHF | 41'030 CHF | 98.23% | 98.23% |
12.07.2024 | 2.71% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 69'998 | 50'000 | 55'547 CHF | 40'768 CHF | 94.00% | 94.00% |
11.07.2024 | 2.63% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 69'156 | 50'000 | 55'900 CHF | 41'511 CHF | 85.90% | 85.90% |
10.07.2024 | 2.83% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'374 CHF | 39'216 CHF | 90.92% | 90.92% |
09.07.2024 | 2.53% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 63'566 | 50'000 | 53'283 CHF | 43'031 CHF | 98.72% | 98.72% |
08.07.2024 | 2.84% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 71'412 | 50'000 | 52'626 CHF | 37'943 CHF | 99.73% | 99.73% |
05.07.2024 | 2.96% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 72'907 | 50'000 | 52'714 CHF | 37'292 CHF | 99.62% | 99.62% |
04.07.2024 | 2.87% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'458 CHF | 38'559 CHF | 98.35% | 98.35% |
03.07.2024 | 2.87% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 72'252 | 50'000 | 52'645 CHF | 37'543 CHF | 99.73% | 99.73% |
02.07.2024 | 3.37% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 84'140 | 50'000 | 53'526 CHF | 33'021 CHF | 97.85% | 97.85% |