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 | 3.05% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 79'918 | 50'000 | 54'479 CHF | 35'139 CHF | 98.99% | 98.99% |
12.07.2024 | 2.90% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 71'745 | 50'000 | 51'568 CHF | 37'012 CHF | 98.78% | 98.78% |
11.07.2024 | 2.71% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'982 CHF | 38'152 CHF | 99.09% | 99.09% |
10.07.2024 | 2.82% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 75'529 | 50'000 | 53'917 CHF | 36'736 CHF | 100.00% | 100.00% |
09.07.2024 | 2.67% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 70'102 | 50'000 | 52'338 CHF | 38'343 CHF | 100.00% | 100.00% |
08.07.2024 | 2.58% | 0.77 CHF | 0.80 CHF | 70'000 | 50'000 | 70'082 | 50'000 | 54'240 CHF | 39'710 CHF | 100.00% | 100.00% |
05.07.2024 | 3.03% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 79'294 | 50'000 | 54'612 CHF | 35'526 CHF | 95.10% | 95.10% |
04.07.2024 | 3.29% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 80'027 | 50'000 | 51'883 CHF | 33'500 CHF | 100.00% | 100.00% |
03.07.2024 | 3.12% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 82'158 | 50'000 | 52'069 CHF | 32'712 CHF | 99.82% | 99.82% |
02.07.2024 | 3.23% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 87'107 | 50'000 | 53'876 CHF | 31'966 CHF | 100.00% | 100.00% |