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 | 2.94% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'784 CHF | 33'975 CHF | 98.72% | 98.72% |
12.07.2024 | 2.61% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'306 CHF | 33'554 CHF | 99.38% | 99.38% |
11.07.2024 | 2.31% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'739 CHF | 35'012 CHF | 97.04% | 97.04% |
10.07.2024 | 2.45% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'302 CHF | 35'419 CHF | 100.00% | 100.00% |
09.07.2024 | 2.50% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'185 CHF | 35'364 CHF | 100.00% | 100.00% |
08.07.2024 | 2.64% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'702 CHF | 34'460 CHF | 100.00% | 100.00% |
05.07.2024 | 2.96% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'962 CHF | 34'096 CHF | 99.62% | 99.62% |
04.07.2024 | 2.77% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'551 CHF | 34'410 CHF | 100.00% | 100.00% |
03.07.2024 | 2.81% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'149 CHF | 35'449 CHF | 99.73% | 99.73% |
02.07.2024 | 2.15% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 78'547 | 50'000 | 55'772 CHF | 36'284 CHF | 100.00% | 100.00% |