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 | 2.54% | 0.87 CHF | 0.89 CHF | 25'000 | 25'000 | 26'928 | 26'377 | 23'297 CHF | 23'389 CHF | 98.73% | 98.73% |
12.07.2024 | 1.51% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 68'329 | 50'000 | 56'003 CHF | 41'636 CHF | 99.37% | 99.37% |
11.07.2024 | 1.58% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'503 | 50'000 | 51'858 CHF | 43'550 CHF | 99.14% | 99.14% |
10.07.2024 | 1.66% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 67'463 | 50'000 | 54'935 CHF | 41'461 CHF | 100.00% | 100.00% |
09.07.2024 | 1.48% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'099 | 50'000 | 52'963 CHF | 44'721 CHF | 99.98% | 99.98% |
08.07.2024 | 1.55% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 63'556 | 50'000 | 53'971 CHF | 43'181 CHF | 99.99% | 99.99% |
05.07.2024 | 1.44% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 61'389 | 50'000 | 52'118 CHF | 43'092 CHF | 57.37% | 57.37% |
04.07.2024 | 1.55% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 62'443 | 50'000 | 52'021 CHF | 42'370 CHF | 71.69% | 71.69% |
03.07.2024 | 1.56% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 66'219 | 50'000 | 54'732 CHF | 42'025 CHF | 66.98% | 66.98% |
02.07.2024 | 1.61% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'653 CHF | 39'670 CHF | 96.33% | 96.33% |