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 | 2.26% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'294 CHF | 46'281 CHF | 98.73% | 98.73% |
12.07.2024 | 2.40% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 62'554 | 50'000 | 52'817 CHF | 43'308 CHF | 99.38% | 99.38% |
11.07.2024 | 2.56% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'243 CHF | 41'214 CHF | 95.06% | 95.06% |
10.07.2024 | 2.68% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'038 CHF | 38'180 CHF | 99.42% | 99.42% |
09.07.2024 | 3.64% | 0.75 CHF | 0.78 CHF | 25'000 | 25'000 | 27'793 | 26'552 | 22'090 CHF | 21'878 CHF | 97.84% | 97.84% |
08.07.2024 | 1.50% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 69'995 | 50'000 | 55'982 CHF | 40'593 CHF | 98.22% | 98.22% |
05.07.2024 | 1.52% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'490 | 50'000 | 53'580 CHF | 38'605 CHF | 99.45% | 99.45% |
04.07.2024 | 1.66% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'337 | 50'000 | 52'132 CHF | 37'686 CHF | 98.25% | 98.25% |
03.07.2024 | 1.72% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'924 | 50'000 | 54'700 CHF | 34'813 CHF | 97.39% | 97.39% |
02.07.2024 | 1.88% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 84'616 | 50'000 | 52'721 CHF | 31'787 CHF | 93.48% | 93.48% |