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 | 2.02% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 83'271 | 75'000 | 53'166 CHF | 48'949 CHF | 95.53% | 95.53% |
12.07.2024 | 2.04% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'573 | 75'000 | 51'950 CHF | 49'364 CHF | 91.67% | 91.67% |
11.07.2024 | 2.03% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 86'589 | 75'000 | 53'296 CHF | 47'150 CHF | 95.26% | 95.26% |
10.07.2024 | 2.31% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 94'642 | 75'000 | 52'559 CHF | 42'685 CHF | 99.58% | 99.58% |
09.07.2024 | 2.24% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 90'645 | 75'000 | 52'647 CHF | 44'565 CHF | 94.84% | 94.84% |
08.07.2024 | 2.31% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'231 CHF | 44'543 CHF | 97.95% | 97.95% |
05.07.2024 | 2.11% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 89'466 | 75'000 | 54'434 CHF | 46'617 CHF | 98.67% | 98.67% |
04.07.2024 | 2.19% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'923 CHF | 59'201 CHF | 100.00% | 100.00% |
03.07.2024 | 2.32% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'709 CHF | 57'018 CHF | 98.59% | 98.59% |
02.07.2024 | 2.54% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 103'083 | 100'000 | 51'730 CHF | 51'514 CHF | 99.93% | 99.93% |