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 | 2.66% | 0.68 CHF | 0.70 CHF | 75'723 | 20'000 | 74'662 | 20'000 | 51'871 CHF | 14'273 CHF | 52.75% | 52.75% |
12.07.2024 | 2.54% | 0.74 CHF | 0.76 CHF | 70'000 | 20'000 | 74'237 | 20'000 | 52'110 CHF | 14'408 CHF | 96.56% | 96.56% |
11.07.2024 | 2.74% | 0.70 CHF | 0.72 CHF | 74'593 | 20'000 | 76'935 | 20'000 | 51'314 CHF | 13'716 CHF | 99.09% | 99.09% |
10.07.2024 | 2.55% | 0.64 CHF | 0.66 CHF | 79'182 | 20'000 | 78'792 | 20'000 | 50'730 CHF | 13'210 CHF | 100.00% | 100.00% |
09.07.2024 | 2.80% | 0.62 CHF | 0.64 CHF | 80'318 | 20'000 | 80'354 | 20'000 | 50'180 CHF | 12'847 CHF | 83.85% | 83.85% |
08.07.2024 | 2.86% | 0.61 CHF | 0.63 CHF | 81'004 | 20'000 | 82'339 | 20'000 | 49'152 CHF | 12'287 CHF | 88.38% | 88.38% |
05.07.2024 | 3.16% | 0.57 CHF | 0.59 CHF | 85'240 | 20'000 | 82'209 | 20'000 | 49'618 CHF | 12'467 CHF | 87.30% | 87.30% |
04.07.2024 | 3.10% | 0.60 CHF | 0.61 CHF | 83'250 | 20'000 | 84'044 | 20'000 | 49'241 CHF | 12'088 CHF | 100.00% | 100.00% |
03.07.2024 | 3.21% | 0.56 CHF | 0.58 CHF | 86'292 | 20'000 | 86'141 | 20'000 | 48'705 CHF | 11'678 CHF | 98.25% | 98.25% |
02.07.2024 | 3.19% | 0.59 CHF | 0.61 CHF | 84'755 | 20'000 | 87'284 | 20'000 | 49'028 CHF | 11'603 CHF | 99.90% | 99.90% |