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 | 1.70% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'747 CHF | 64'842 CHF | 98.73% | 98.73% |
12.07.2024 | 3.04% | 0.83 CHF | 0.85 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 31'739 CHF | 32'719 CHF | 99.38% | 99.38% |
11.07.2024 | 3.29% | 0.84 CHF | 0.87 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 29'431 CHF | 30'413 CHF | 99.08% | 99.08% |
10.07.2024 | 3.15% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 103'493 | 75'000 | 52'122 CHF | 39'026 CHF | 100.00% | 100.00% |
09.07.2024 | 2.64% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 99'916 | 75'000 | 52'539 CHF | 40'496 CHF | 100.00% | 100.00% |
08.07.2024 | 2.70% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 95'638 | 75'000 | 52'746 CHF | 42'532 CHF | 100.00% | 100.00% |
05.07.2024 | 2.49% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'473 CHF | 44'830 CHF | 99.62% | 99.62% |
04.07.2024 | 2.52% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 90'311 | 75'000 | 52'372 CHF | 44'609 CHF | 100.00% | 100.00% |
03.07.2024 | 2.90% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'991 CHF | 46'318 CHF | 97.55% | 97.55% |
02.07.2024 | 2.33% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 81'434 | 75'000 | 52'389 CHF | 49'427 CHF | 100.00% | 100.00% |