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 | 1.93% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 82'411 | 75'000 | 53'222 CHF | 49'446 CHF | 95.53% | 95.53% |
12.07.2024 | 2.03% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'263 | 75'000 | 51'868 CHF | 49'466 CHF | 91.67% | 91.67% |
11.07.2024 | 2.11% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 84'766 | 75'000 | 52'753 CHF | 47'716 CHF | 94.24% | 94.24% |
10.07.2024 | 2.15% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 91'678 | 75'000 | 52'340 CHF | 43'779 CHF | 99.58% | 99.58% |
09.07.2024 | 2.23% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'473 CHF | 45'563 CHF | 94.84% | 94.84% |
08.07.2024 | 2.14% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'485 CHF | 45'535 CHF | 97.95% | 97.95% |
05.07.2024 | 1.99% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 87'811 | 75'000 | 54'076 CHF | 47'142 CHF | 98.67% | 98.67% |
04.07.2024 | 2.16% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'262 CHF | 60'554 CHF | 100.00% | 100.00% |
03.07.2024 | 2.30% | 0.56 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'459 CHF | 58'796 CHF | 98.59% | 98.59% |
02.07.2024 | 2.44% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'345 CHF | 53'638 CHF | 98.77% | 98.77% |