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 | 2.87% | 0.73 CHF | 0.76 CHF | 70'000 | 50'000 | 70'049 | 50'000 | 51'864 CHF | 38'100 CHF | 72.99% | 72.99% |
12.07.2024 | 2.92% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 71'249 | 50'000 | 52'492 CHF | 37'952 CHF | 65.06% | 65.06% |
11.07.2024 | 3.15% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 72'090 | 50'000 | 52'306 CHF | 37'463 CHF | 76.37% | 76.37% |
10.07.2024 | 3.12% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 77'463 | 50'000 | 54'180 CHF | 36'084 CHF | 94.58% | 94.58% |
09.07.2024 | 2.98% | 0.69 CHF | 0.71 CHF | 77'729 | 50'000 | 71'773 | 50'000 | 51'968 CHF | 37'329 CHF | 84.11% | 84.11% |
08.07.2024 | 2.25% | 0.69 CHF | 0.70 CHF | 78'667 | 50'000 | 78'545 | 50'000 | 54'146 CHF | 35'254 CHF | 100.00% | 100.00% |
05.07.2024 | 1.91% | 0.69 CHF | 0.70 CHF | 79'083 | 50'000 | 79'430 | 50'000 | 54'380 CHF | 34'894 CHF | 98.86% | 98.86% |
04.07.2024 | 1.82% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'727 CHF | 33'561 CHF | 100.00% | 100.00% |
03.07.2024 | 1.98% | 0.60 CHF | 0.62 CHF | 85'947 | 50'000 | 86'749 | 50'000 | 52'071 CHF | 30'616 CHF | 97.98% | 97.98% |
02.07.2024 | 2.09% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 92'372 | 50'000 | 51'078 CHF | 28'237 CHF | 83.99% | 83.99% |