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 | 3.03% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 97'481 CHF | 33'494 CHF | 99.38% | 99.38% |
12.07.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 167'589 | 100'000 | 62'311 CHF | 37'962 CHF | 99.25% | 99.37% |
11.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 99'227 | 99'223 | 34'740 CHF | 35'730 CHF | 91.41% | 91.41% |
10.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 49'610 CHF | 50'360 CHF | 99.37% | 99.37% |
09.07.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'353 CHF | 56'103 CHF | 99.37% | 99.37% |
08.07.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'655 CHF | 61'405 CHF | 99.38% | 99.38% |
05.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'803 CHF | 60'553 CHF | 99.00% | 99.00% |
04.07.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'226 CHF | 61'976 CHF | 91.02% | 91.02% |
03.07.2024 | 1.67% | 0.64 CHF | 0.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 44'806 CHF | 45'556 CHF | 99.38% | 99.38% |
02.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 97'778 | 97'778 | 46'586 CHF | 47'563 CHF | 99.37% | 99.37% |