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 | 2.27% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'901 | 75'000 | 55'792 CHF | 53'574 CHF | 98.72% | 98.72% |
12.07.2024 | 2.63% | 0.72 CHF | 0.74 CHF | 75'000 | 75'000 | 79'425 | 75'000 | 54'600 CHF | 52'951 CHF | 99.38% | 99.38% |
11.07.2024 | 2.72% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'149 CHF | 51'202 CHF | 99.13% | 99.13% |
10.07.2024 | 1.80% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 82'428 | 75'000 | 51'868 CHF | 48'081 CHF | 100.00% | 100.00% |
09.07.2024 | 2.26% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 80'748 | 75'000 | 52'312 CHF | 49'726 CHF | 100.00% | 100.00% |
08.07.2024 | 2.49% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'219 CHF | 50'192 CHF | 98.10% | 98.10% |
05.07.2024 | 2.66% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 79'882 | 75'000 | 55'815 CHF | 53'819 CHF | 99.62% | 99.62% |
04.07.2024 | 2.58% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'808 CHF | 52'727 CHF | 100.00% | 100.00% |
03.07.2024 | 2.42% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'414 | 75'000 | 52'534 CHF | 50'216 CHF | 99.73% | 99.73% |
02.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'298 CHF | 45'165 CHF | 100.00% | 100.00% |