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 | 3.46% | 0.78 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'112 CHF | 20'747 CHF | 98.73% | 98.73% |
12.07.2024 | 3.72% | 0.79 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'339 CHF | 19'770 CHF | 99.38% | 99.38% |
11.07.2024 | 3.35% | 0.80 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'296 CHF | 20'051 CHF | 99.15% | 99.15% |
10.07.2024 | 3.05% | 0.75 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'344 CHF | 19'274 CHF | 100.00% | 100.00% |
09.07.2024 | 3.83% | 0.73 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'503 CHF | 19'854 CHF | 100.00% | 100.00% |
08.07.2024 | 3.28% | 0.77 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'237 CHF | 20'386 CHF | 100.00% | 100.00% |
05.07.2024 | 3.05% | 0.81 CHF | 0.84 CHF | 70'000 | 25'000 | 68'950 | 25'000 | 56'712 CHF | 21'209 CHF | 99.62% | 99.62% |
04.07.2024 | 3.12% | 0.85 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'889 CHF | 22'733 CHF | 100.00% | 100.00% |
03.07.2024 | 3.20% | 0.90 CHF | 0.93 CHF | 60'000 | 25'000 | 64'615 | 25'000 | 55'058 CHF | 22'071 CHF | 96.53% | 96.53% |
02.07.2024 | 3.73% | 0.70 CHF | 0.72 CHF | 80'000 | 25'000 | 79'635 | 25'000 | 54'855 CHF | 17'879 CHF | 100.00% | 100.00% |