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 | 2.24% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'904 | 75'000 | 54'411 CHF | 52'228 CHF | 98.73% | 98.73% |
12.07.2024 | 3.77% | 0.66 CHF | 0.68 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 25'445 CHF | 26'423 CHF | 99.38% | 99.38% |
11.07.2024 | 4.17% | 0.67 CHF | 0.70 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 23'118 CHF | 24'100 CHF | 98.53% | 98.53% |
10.07.2024 | 4.69% | 0.30 CHF | 0.32 CHF | 140'940 | 75'000 | 141'825 | 75'000 | 47'590 CHF | 26'373 CHF | 100.00% | 100.00% |
09.07.2024 | 4.27% | 0.34 CHF | 0.36 CHF | 142'444 | 75'000 | 141'095 | 75'000 | 50'290 CHF | 27'910 CHF | 100.00% | 100.00% |
08.07.2024 | 4.09% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 135'231 | 75'000 | 51'799 CHF | 29'955 CHF | 100.00% | 100.00% |
05.07.2024 | 3.68% | 0.42 CHF | 0.44 CHF | 120'000 | 75'000 | 125'155 | 75'000 | 51'836 CHF | 32'253 CHF | 99.62% | 99.62% |
04.07.2024 | 3.56% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 126'054 | 75'000 | 51'748 CHF | 31'933 CHF | 100.00% | 100.00% |
03.07.2024 | 3.68% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 120'162 | 75'000 | 51'939 CHF | 33'634 CHF | 99.73% | 99.73% |
02.07.2024 | 3.03% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 111'152 | 75'000 | 52'871 CHF | 36'796 CHF | 100.00% | 100.00% |