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 | 2.86% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 71'617 | 50'000 | 52'936 CHF | 38'065 CHF | 98.98% | 98.98% |
12.07.2024 | 2.60% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'149 CHF | 39'696 CHF | 98.78% | 98.78% |
11.07.2024 | 2.57% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'836 CHF | 40'920 CHF | 99.09% | 99.09% |
10.07.2024 | 2.70% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'915 CHF | 39'565 CHF | 100.00% | 100.00% |
09.07.2024 | 2.68% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'063 CHF | 41'132 CHF | 100.00% | 100.00% |
08.07.2024 | 2.47% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 66'792 | 50'000 | 55'218 CHF | 42'409 CHF | 100.00% | 100.00% |
05.07.2024 | 2.70% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 70'874 | 50'000 | 53'077 CHF | 38'501 CHF | 98.86% | 98.86% |
04.07.2024 | 2.82% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 75'805 | 50'000 | 53'837 CHF | 36'553 CHF | 100.00% | 100.00% |
03.07.2024 | 2.94% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'807 CHF | 35'919 CHF | 99.82% | 99.82% |
02.07.2024 | 2.95% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'669 CHF | 35'190 CHF | 100.00% | 100.00% |