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 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 103'643 | 75'000 | 52'247 CHF | 38'628 CHF | 95.47% | 95.47% |
12.07.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 108'816 | 75'000 | 52'901 CHF | 37'239 CHF | 98.90% | 98.90% |
11.07.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'876 CHF | 39'664 CHF | 94.10% | 94.10% |
10.07.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 106'933 | 75'000 | 52'311 CHF | 37'466 CHF | 100.00% | 100.00% |
09.07.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 110'586 | 75'000 | 51'821 CHF | 35'903 CHF | 100.00% | 100.00% |
08.07.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'857 | 75'000 | 51'843 CHF | 35'839 CHF | 83.70% | 83.70% |
05.07.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 125'588 | 75'000 | 51'726 CHF | 31'662 CHF | 98.86% | 98.86% |
04.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 127'663 | 75'000 | 52'197 CHF | 31'431 CHF | 99.19% | 99.19% |
03.07.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 142'343 | 75'000 | 51'284 CHF | 27'816 CHF | 99.81% | 99.81% |
02.07.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 129'505 | 75'000 | 51'779 CHF | 30'768 CHF | 93.24% | 93.24% |