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 | 2.82% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'055 CHF | 30'318 CHF | 98.73% | 98.73% |
12.07.2024 | 3.02% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'298 CHF | 29'944 CHF | 99.38% | 99.38% |
11.07.2024 | 2.72% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 89'746 | 50'000 | 54'742 CHF | 31'342 CHF | 99.16% | 99.16% |
10.07.2024 | 2.88% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 89'346 | 50'000 | 55'242 CHF | 31'821 CHF | 100.00% | 100.00% |
09.07.2024 | 2.67% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 88'465 | 50'000 | 54'712 CHF | 31'771 CHF | 100.00% | 100.00% |
08.07.2024 | 3.00% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'981 CHF | 30'903 CHF | 100.00% | 100.00% |
05.07.2024 | 2.92% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'273 CHF | 30'474 CHF | 99.62% | 99.62% |
04.07.2024 | 2.87% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'838 CHF | 30'780 CHF | 100.00% | 100.00% |
03.07.2024 | 2.50% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'091 | 50'000 | 55'136 CHF | 31'734 CHF | 99.73% | 99.73% |
02.07.2024 | 2.54% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 50'855 CHF | 32'601 CHF | 100.00% | 100.00% |