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 | 2.16% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 57'541 | 55'183 | 39'076 CHF | 38'233 CHF | 95.95% | 95.95% |
12.07.2024 | 3.02% | 0.68 CHF | 0.70 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 23'577 CHF | 24'300 CHF | 99.01% | 99.01% |
11.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 89'580 | 75'000 | 54'941 CHF | 46'755 CHF | 98.25% | 98.25% |
10.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'021 | 75'000 | 52'398 CHF | 44'406 CHF | 100.00% | 100.00% |
09.07.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'473 | 75'000 | 51'723 CHF | 43'636 CHF | 94.27% | 94.27% |
08.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'351 | 75'000 | 51'169 CHF | 43'230 CHF | 99.89% | 99.89% |
05.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'779 CHF | 44'732 CHF | 98.86% | 98.86% |
04.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 99'577 | 75'000 | 54'676 CHF | 41'935 CHF | 97.48% | 97.48% |
03.07.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 109'268 | 75'000 | 52'804 CHF | 37'029 CHF | 99.71% | 99.71% |
02.07.2024 | 2.23% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 118'419 | 75'000 | 52'500 CHF | 34'077 CHF | 99.69% | 99.69% |