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 | 3.55% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 90'937 | 50'000 | 53'794 CHF | 30'673 CHF | 98.52% | 98.52% |
12.07.2024 | 3.59% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 90'079 | 50'000 | 53'192 CHF | 30'606 CHF | 94.00% | 94.00% |
11.07.2024 | 3.47% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 89'955 | 50'000 | 54'420 CHF | 31'316 CHF | 85.37% | 85.37% |
10.07.2024 | 3.68% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 90'299 | 50'000 | 52'167 CHF | 29'973 CHF | 90.92% | 90.92% |
09.07.2024 | 3.46% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 87'246 | 50'000 | 54'109 CHF | 32'119 CHF | 98.72% | 98.72% |
08.07.2024 | 3.67% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 93'594 | 50'000 | 52'401 CHF | 29'065 CHF | 99.73% | 99.73% |
05.07.2024 | 3.86% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 94'971 | 50'000 | 52'366 CHF | 28'680 CHF | 99.51% | 99.51% |
04.07.2024 | 3.83% | 0.57 CHF | 0.60 CHF | 90'000 | 50'000 | 91'355 | 50'000 | 51'809 CHF | 29'476 CHF | 98.35% | 98.35% |
03.07.2024 | 3.77% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 93'359 | 50'000 | 52'011 CHF | 28'954 CHF | 99.73% | 99.73% |
02.07.2024 | 4.39% | 0.54 CHF | 0.57 CHF | 100'000 | 50'000 | 104'017 | 50'000 | 52'358 CHF | 26'354 CHF | 98.28% | 98.28% |