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 | 2.90% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 108'340 | 75'000 | 51'786 CHF | 36'980 CHF | 98.73% | 98.73% |
12.07.2024 | 5.37% | 0.50 CHF | 0.52 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 17'827 CHF | 18'805 CHF | 99.38% | 99.38% |
11.07.2024 | 4.77% | 0.48 CHF | 0.51 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 20'150 CHF | 21'131 CHF | 98.53% | 98.53% |
10.07.2024 | 1.93% | 0.86 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'127 CHF | 63'334 CHF | 100.00% | 100.00% |
09.07.2024 | 1.74% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'697 CHF | 61'760 CHF | 100.00% | 100.00% |
08.07.2024 | 1.94% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'626 CHF | 59'772 CHF | 100.00% | 100.00% |
05.07.2024 | 1.91% | 0.74 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'547 CHF | 57'636 CHF | 99.62% | 99.62% |
04.07.2024 | 2.10% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'690 CHF | 57'894 CHF | 100.00% | 100.00% |
03.07.2024 | 2.32% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'002 | 75'000 | 55'043 CHF | 56'332 CHF | 99.73% | 99.73% |
02.07.2024 | 2.16% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 79'439 | 75'000 | 54'945 CHF | 53'024 CHF | 100.00% | 100.00% |