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 | 2.36% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 95'905 | 75'000 | 52'092 CHF | 41'830 CHF | 95.53% | 95.53% |
12.07.2024 | 2.45% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 98'135 | 75'000 | 53'475 CHF | 41'919 CHF | 91.67% | 91.67% |
11.07.2024 | 2.46% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 101'966 | 75'000 | 52'315 CHF | 39'475 CHF | 95.56% | 95.56% |
10.07.2024 | 2.83% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 116'044 | 75'000 | 51'879 CHF | 34'545 CHF | 99.58% | 99.58% |
09.07.2024 | 2.75% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 109'506 | 75'000 | 52'055 CHF | 36'695 CHF | 94.84% | 94.84% |
08.07.2024 | 2.64% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'482 | 75'000 | 52'204 CHF | 36'727 CHF | 97.95% | 97.95% |
05.07.2024 | 2.58% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 102'105 | 75'000 | 51'623 CHF | 38'948 CHF | 98.67% | 98.67% |
04.07.2024 | 2.69% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 110'345 | 100'000 | 52'261 CHF | 48'839 CHF | 100.00% | 100.00% |
03.07.2024 | 2.80% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 115'672 | 100'000 | 52'211 CHF | 46'452 CHF | 98.59% | 98.59% |
02.07.2024 | 3.20% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 131'984 | 100'000 | 51'906 CHF | 40'643 CHF | 100.00% | 100.00% |