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 | 2.34% | 0.75 CHF | 0.77 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 54'244 CHF | 15'865 CHF | 99.72% | 99.72% |
12.07.2024 | 2.31% | 0.81 CHF | 0.83 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 54'233 CHF | 15'857 CHF | 99.01% | 99.01% |
11.07.2024 | 2.46% | 0.77 CHF | 0.79 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 51'809 CHF | 15'172 CHF | 99.01% | 99.01% |
10.07.2024 | 2.56% | 0.71 CHF | 0.73 CHF | 80'000 | 20'000 | 75'435 | 20'000 | 54'007 CHF | 14'699 CHF | 100.00% | 100.00% |
09.07.2024 | 2.61% | 0.69 CHF | 0.71 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 55'915 CHF | 14'349 CHF | 100.00% | 100.00% |
08.07.2024 | 2.62% | 0.69 CHF | 0.71 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 54'011 CHF | 13'861 CHF | 99.06% | 99.06% |
05.07.2024 | 2.45% | 0.65 CHF | 0.66 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 54'596 CHF | 13'987 CHF | 98.98% | 98.98% |
04.07.2024 | 2.46% | 0.67 CHF | 0.69 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 52'992 CHF | 13'577 CHF | 100.00% | 100.00% |
03.07.2024 | 2.77% | 0.64 CHF | 0.66 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 51'384 CHF | 13'207 CHF | 98.25% | 98.25% |
02.07.2024 | 2.89% | 0.66 CHF | 0.68 CHF | 80'000 | 20'000 | 81'151 | 20'000 | 51'606 CHF | 13'096 CHF | 95.63% | 95.63% |