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 | 2.04% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'710 CHF | 35'537 CHF | 98.73% | 98.73% |
12.07.2024 | 2.88% | 0.66 CHF | 0.68 CHF | 25'000 | 25'000 | 35'300 | 29'682 | 23'378 CHF | 20'213 CHF | 91.77% | 91.77% |
11.07.2024 | 2.45% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 107'538 | 50'000 | 51'963 CHF | 24'790 CHF | 99.15% | 99.15% |
10.07.2024 | 2.67% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'015 | 50'000 | 51'577 CHF | 24'074 CHF | 59.92% | 59.92% |
09.07.2024 | 2.39% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 53'474 CHF | 24'894 CHF | 100.00% | 100.00% |
08.07.2024 | 2.56% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 109'302 | 50'000 | 52'759 CHF | 24'766 CHF | 100.00% | 100.00% |
05.07.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 101'699 | 50'000 | 51'170 CHF | 25'721 CHF | 99.62% | 99.62% |
04.07.2024 | 2.17% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 109'967 | 50'000 | 53'605 CHF | 24'909 CHF | 100.00% | 100.00% |
03.07.2024 | 2.67% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'405 CHF | 24'465 CHF | 99.73% | 99.73% |
02.07.2024 | 2.33% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 104'112 | 50'000 | 51'709 CHF | 25'434 CHF | 100.00% | 100.00% |