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 | 1.87% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 72'915 | 50'000 | 52'997 CHF | 37'084 CHF | 97.01% | 97.01% |
12.07.2024 | 1.83% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 77'632 | 50'000 | 54'992 CHF | 36'094 CHF | 94.50% | 94.50% |
11.07.2024 | 1.94% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 77'062 | 50'000 | 54'729 CHF | 36'260 CHF | 98.99% | 98.99% |
10.07.2024 | 2.00% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'332 CHF | 34'006 CHF | 100.00% | 100.00% |
09.07.2024 | 1.95% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'736 CHF | 34'884 CHF | 100.00% | 100.00% |
08.07.2024 | 1.98% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 71'966 | 50'000 | 52'291 CHF | 37'080 CHF | 99.64% | 99.64% |
05.07.2024 | 2.05% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 71'478 | 50'000 | 52'387 CHF | 37'433 CHF | 98.87% | 98.87% |
04.07.2024 | 1.70% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 69'923 | 50'000 | 56'922 CHF | 41'403 CHF | 100.00% | 100.00% |
03.07.2024 | 1.74% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'488 CHF | 39'603 CHF | 99.73% | 99.73% |
02.07.2024 | 1.94% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'347 | 50'000 | 52'951 CHF | 38'381 CHF | 100.00% | 100.00% |