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 | 2.64% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 65'946 | 55'186 | 36'436 CHF | 31'332 CHF | 95.94% | 95.94% |
12.07.2024 | 3.73% | 0.55 CHF | 0.57 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 18'846 CHF | 19'561 CHF | 99.01% | 99.01% |
11.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 105'902 | 75'000 | 52'236 CHF | 37'766 CHF | 98.25% | 98.25% |
10.07.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 112'188 | 75'000 | 52'092 CHF | 35'601 CHF | 100.00% | 100.00% |
09.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 116'253 | 75'000 | 52'759 CHF | 34'812 CHF | 94.27% | 94.27% |
08.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 117'974 | 75'000 | 52'902 CHF | 34'397 CHF | 99.89% | 99.89% |
05.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 111'014 | 75'000 | 51'931 CHF | 35'847 CHF | 98.86% | 98.86% |
04.07.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'003 | 75'000 | 51'686 CHF | 33'053 CHF | 97.49% | 97.49% |
03.07.2024 | 2.68% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 140'868 | 75'000 | 51'841 CHF | 28'376 CHF | 99.71% | 99.71% |
02.07.2024 | 2.99% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 157'358 | 75'000 | 51'818 CHF | 25'533 CHF | 99.69% | 99.69% |