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 | 2.08% | 0.95 CHF | 0.97 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 66'666 CHF | 68'066 CHF | 100.00% | 100.00% |
12.07.2024 | 2.21% | 0.93 CHF | 0.95 CHF | 70'000 | 70'000 | 78'718 | 78'718 | 70'508 CHF | 72'082 CHF | 100.00% | 100.00% |
11.07.2024 | 2.10% | 0.91 CHF | 0.93 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 66'063 CHF | 67'463 CHF | 99.99% | 99.99% |
10.07.2024 | 2.20% | 0.94 CHF | 0.96 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 62'938 CHF | 64'338 CHF | 100.00% | 100.00% |
09.07.2024 | 2.07% | 0.94 CHF | 0.96 CHF | 70'000 | 70'000 | 69'771 | 69'771 | 67'146 CHF | 68'546 CHF | 99.75% | 99.75% |
08.07.2024 | 2.14% | 0.96 CHF | 0.98 CHF | 70'000 | 70'000 | 69'877 | 69'877 | 64'739 CHF | 66'139 CHF | 99.27% | 99.27% |
05.07.2024 | 2.12% | 0.91 CHF | 0.93 CHF | 70'000 | 70'000 | 70'858 | 70'858 | 66'108 CHF | 67'526 CHF | 100.00% | 100.00% |
04.07.2024 | 2.19% | 0.88 CHF | 0.90 CHF | 80'000 | 80'000 | 72'642 | 72'642 | 65'502 CHF | 66'955 CHF | 99.20% | 99.20% |
03.07.2024 | 2.19% | 0.90 CHF | 0.92 CHF | 80'000 | 80'000 | 75'406 | 75'406 | 68'230 CHF | 69'738 CHF | 99.99% | 99.99% |
02.07.2024 | 2.30% | 0.89 CHF | 0.91 CHF | 80'000 | 80'000 | 79'992 | 79'992 | 68'754 CHF | 70'354 CHF | 100.00% | 100.00% |