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 | 2.45% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 93'180 | 75'000 | 52'752 CHF | 43'575 CHF | 98.73% | 98.73% |
12.07.2024 | 4.51% | 0.54 CHF | 0.57 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'173 CHF | 22'148 CHF | 99.38% | 99.38% |
11.07.2024 | 4.99% | 0.56 CHF | 0.58 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 18'858 CHF | 19'818 CHF | 99.08% | 99.08% |
10.07.2024 | 7.25% | 0.19 CHF | 0.20 CHF | 140'867 | 75'000 | 142'156 | 75'000 | 31'516 CHF | 17'868 CHF | 100.00% | 100.00% |
09.07.2024 | 6.02% | 0.23 CHF | 0.24 CHF | 142'430 | 75'000 | 143'054 | 75'000 | 34'641 CHF | 19'281 CHF | 100.00% | 100.00% |
08.07.2024 | 5.78% | 0.30 CHF | 0.31 CHF | 145'348 | 75'000 | 143'939 | 75'000 | 38'782 CHF | 21'406 CHF | 100.00% | 100.00% |
05.07.2024 | 4.78% | 0.31 CHF | 0.32 CHF | 146'031 | 75'000 | 145'754 | 75'000 | 43'688 CHF | 23'580 CHF | 98.00% | 98.00% |
04.07.2024 | 4.98% | 0.30 CHF | 0.32 CHF | 146'006 | 75'000 | 145'936 | 75'000 | 43'167 CHF | 23'318 CHF | 100.00% | 100.00% |
03.07.2024 | 4.24% | 0.30 CHF | 0.31 CHF | 146'106 | 75'000 | 147'320 | 75'000 | 46'918 CHF | 24'920 CHF | 99.73% | 99.73% |
02.07.2024 | 4.19% | 0.33 CHF | 0.34 CHF | 147'791 | 75'000 | 142'488 | 75'000 | 51'331 CHF | 28'197 CHF | 100.00% | 100.00% |