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 | 2.96% | 0.77 CHF | 0.80 CHF | 25'000 | 25'000 | 27'479 | 26'377 | 21'079 CHF | 20'824 CHF | 98.73% | 98.73% |
12.07.2024 | 1.89% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 74'205 | 50'000 | 53'053 CHF | 36'481 CHF | 99.38% | 99.38% |
11.07.2024 | 1.75% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'052 CHF | 38'564 CHF | 98.64% | 98.64% |
10.07.2024 | 1.79% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 76'068 | 50'000 | 54'267 CHF | 36'384 CHF | 100.00% | 100.00% |
09.07.2024 | 1.65% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'910 CHF | 39'872 CHF | 100.00% | 100.00% |
08.07.2024 | 1.74% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'675 CHF | 38'284 CHF | 98.93% | 98.93% |
05.07.2024 | 1.59% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'039 | 50'000 | 52'674 CHF | 38'208 CHF | 57.32% | 57.32% |
04.07.2024 | 1.72% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 71'293 | 50'000 | 52'200 CHF | 37'300 CHF | 71.69% | 71.69% |
03.07.2024 | 1.79% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 72'364 | 50'000 | 52'375 CHF | 36'883 CHF | 66.98% | 66.98% |
02.07.2024 | 1.83% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 79'897 | 50'000 | 54'206 CHF | 34'553 CHF | 96.25% | 96.25% |