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 | 1.97% | 0.77 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'959 CHF | 58'092 CHF | 98.73% | 98.73% |
12.07.2024 | 3.40% | 0.74 CHF | 0.76 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 28'364 CHF | 29'344 CHF | 99.38% | 99.38% |
11.07.2024 | 3.71% | 0.75 CHF | 0.78 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 26'056 CHF | 27'038 CHF | 99.15% | 99.15% |
10.07.2024 | 4.16% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 125'502 | 75'000 | 51'736 CHF | 32'276 CHF | 100.00% | 100.00% |
09.07.2024 | 3.48% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 119'686 | 75'000 | 52'004 CHF | 33'746 CHF | 100.00% | 100.00% |
08.07.2024 | 3.21% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 112'703 | 75'000 | 52'033 CHF | 35'782 CHF | 100.00% | 100.00% |
05.07.2024 | 3.25% | 0.50 CHF | 0.52 CHF | 100'000 | 75'000 | 106'937 | 75'000 | 52'524 CHF | 38'080 CHF | 99.62% | 99.62% |
04.07.2024 | 3.23% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 107'769 | 75'000 | 52'648 CHF | 37'859 CHF | 100.00% | 100.00% |
03.07.2024 | 3.41% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 100'260 | 75'000 | 51'117 CHF | 39'568 CHF | 97.55% | 97.55% |
02.07.2024 | 2.71% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 93'352 | 75'000 | 51'638 CHF | 42'677 CHF | 100.00% | 100.00% |