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 | 3.21% | 0.82 CHF | 0.84 CHF | 70'000 | 25'000 | 64'908 | 25'000 | 54'824 CHF | 21'851 CHF | 98.73% | 98.73% |
12.07.2024 | 3.11% | 0.84 CHF | 0.86 CHF | 60'000 | 25'000 | 69'930 | 25'000 | 56'066 CHF | 20'679 CHF | 99.38% | 99.38% |
11.07.2024 | 3.05% | 0.84 CHF | 0.87 CHF | 60'000 | 25'000 | 69'625 | 25'000 | 56'767 CHF | 21'019 CHF | 99.15% | 99.15% |
10.07.2024 | 3.60% | 0.78 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'660 CHF | 20'236 CHF | 100.00% | 100.00% |
09.07.2024 | 3.11% | 0.77 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'292 CHF | 20'739 CHF | 100.00% | 100.00% |
08.07.2024 | 3.14% | 0.80 CHF | 0.83 CHF | 70'000 | 25'000 | 65'507 | 25'000 | 54'307 CHF | 21'420 CHF | 100.00% | 100.00% |
05.07.2024 | 3.36% | 0.86 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'866 CHF | 22'350 CHF | 99.62% | 99.62% |
04.07.2024 | 3.06% | 0.90 CHF | 0.92 CHF | 60'000 | 25'000 | 58'488 | 25'000 | 54'407 CHF | 24'026 CHF | 100.00% | 100.00% |
03.07.2024 | 2.64% | 0.95 CHF | 0.98 CHF | 60'000 | 25'000 | 60'677 | 25'000 | 54'829 CHF | 23'221 CHF | 96.53% | 96.53% |
02.07.2024 | 3.61% | 0.73 CHF | 0.75 CHF | 70'000 | 25'000 | 75'361 | 25'000 | 54'003 CHF | 18'592 CHF | 100.00% | 100.00% |