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 | 2.55% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 91'899 | 50'000 | 51'487 CHF | 28'759 CHF | 98.73% | 98.73% |
12.07.2024 | 3.73% | 0.53 CHF | 0.55 CHF | 25'000 | 25'000 | 25'789 | 25'263 | 13'477 CHF | 13'714 CHF | 66.48% | 66.48% |
11.07.2024 | 2.89% | 0.39 CHF | 0.40 CHF | 112'520 | 50'000 | 115'110 | 50'000 | 40'146 CHF | 17'957 CHF | 99.16% | 99.16% |
10.07.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 115'652 | 50'000 | 116'182 | 50'000 | 38'368 CHF | 17'023 CHF | 100.00% | 100.00% |
09.07.2024 | 3.83% | 0.33 CHF | 0.35 CHF | 115'881 | 50'000 | 115'166 | 50'000 | 40'145 CHF | 18'110 CHF | 100.00% | 100.00% |
08.07.2024 | 3.00% | 0.35 CHF | 0.37 CHF | 114'890 | 50'000 | 115'114 | 50'000 | 40'037 CHF | 17'920 CHF | 100.00% | 100.00% |
05.07.2024 | 3.31% | 0.34 CHF | 0.35 CHF | 115'583 | 50'000 | 114'481 | 50'000 | 41'888 CHF | 18'913 CHF | 99.62% | 99.62% |
04.07.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 115'148 | 50'000 | 115'729 | 50'000 | 40'514 CHF | 18'018 CHF | 100.00% | 100.00% |
03.07.2024 | 3.30% | 0.35 CHF | 0.36 CHF | 115'858 | 50'000 | 116'270 | 50'000 | 39'788 CHF | 17'686 CHF | 99.73% | 99.73% |
02.07.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 115'671 | 50'000 | 115'605 | 50'000 | 41'747 CHF | 18'594 CHF | 100.00% | 100.00% |