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 | 3.07% | 0.91 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'406 CHF | 24'235 CHF | 98.73% | 98.73% |
12.07.2024 | 2.99% | 0.93 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'814 CHF | 23'102 CHF | 99.38% | 99.38% |
11.07.2024 | 3.14% | 0.93 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'569 CHF | 23'463 CHF | 99.15% | 99.15% |
10.07.2024 | 3.17% | 0.88 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'767 CHF | 22'694 CHF | 100.00% | 100.00% |
09.07.2024 | 2.99% | 0.86 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'973 CHF | 23'171 CHF | 100.00% | 100.00% |
08.07.2024 | 2.97% | 0.90 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'461 CHF | 23'806 CHF | 100.00% | 100.00% |
05.07.2024 | 3.06% | 0.95 CHF | 0.98 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'552 CHF | 24'724 CHF | 99.62% | 99.62% |
04.07.2024 | 2.64% | 0.99 CHF | 1.02 CHF | 60'000 | 25'000 | 50'837 | 25'000 | 52'009 CHF | 26'275 CHF | 100.00% | 100.00% |
03.07.2024 | 2.80% | 1.04 CHF | 1.07 CHF | 50'000 | 25'000 | 54'615 | 25'000 | 54'175 CHF | 25'597 CHF | 96.53% | 96.53% |
02.07.2024 | 3.13% | 0.82 CHF | 0.85 CHF | 70'000 | 25'000 | 69'574 | 25'000 | 56'711 CHF | 21'031 CHF | 100.00% | 100.00% |