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 | 2.26% | 0.87 CHF | 0.90 CHF | 60'000 | 50'000 | 59'779 | 50'000 | 57'295 CHF | 49'021 CHF | 98.52% | 98.52% |
12.07.2024 | 2.25% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'377 CHF | 48'902 CHF | 94.00% | 94.00% |
11.07.2024 | 2.19% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 59'309 | 50'000 | 57'599 CHF | 49'651 CHF | 85.72% | 85.72% |
10.07.2024 | 2.35% | 0.94 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'650 CHF | 47'479 CHF | 90.92% | 90.92% |
09.07.2024 | 2.15% | 0.98 CHF | 1.01 CHF | 60'000 | 50'000 | 56'107 | 50'000 | 55'628 CHF | 50'694 CHF | 98.72% | 98.72% |
08.07.2024 | 2.33% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'010 CHF | 46'070 CHF | 99.73% | 99.73% |
05.07.2024 | 2.36% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'176 CHF | 45'370 CHF | 99.62% | 99.62% |
04.07.2024 | 2.36% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'533 CHF | 46'527 CHF | 98.35% | 98.35% |
03.07.2024 | 2.38% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'005 | 50'000 | 53'597 CHF | 45'737 CHF | 99.73% | 99.73% |
02.07.2024 | 2.66% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 66'020 | 50'000 | 53'397 CHF | 41'659 CHF | 98.23% | 98.23% |