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 | 1.58% | 0.70 CHF | 0.72 CHF | 74'378 | 50'000 | 71'431 | 50'000 | 51'702 CHF | 36'785 CHF | 98.73% | 98.73% |
12.07.2024 | 1.45% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 74'446 | 50'000 | 52'085 CHF | 35'501 CHF | 78.19% | 78.19% |
11.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 74'799 | 50'000 | 74'794 | 50'000 | 52'282 CHF | 35'460 CHF | 97.79% | 97.79% |
10.07.2024 | 1.59% | 0.70 CHF | 0.71 CHF | 74'716 | 50'000 | 73'108 | 50'000 | 52'102 CHF | 36'222 CHF | 94.12% | 94.12% |
09.07.2024 | 1.61% | 0.72 CHF | 0.73 CHF | 73'894 | 50'000 | 70'000 | 50'000 | 52'171 CHF | 37'869 CHF | 90.26% | 90.26% |
08.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 75'515 | 50'000 | 75'016 | 50'000 | 52'327 CHF | 35'383 CHF | 100.00% | 100.00% |
05.07.2024 | 1.89% | 0.72 CHF | 0.73 CHF | 73'952 | 50'000 | 65'440 | 45'286 | 45'442 CHF | 31'988 CHF | 44.54% | 44.54% |
04.07.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 80'573 | 50'000 | 81'487 | 50'000 | 50'157 CHF | 31'284 CHF | 90.84% | 90.84% |
03.07.2024 | 1.96% | 0.63 CHF | 0.64 CHF | 80'441 | 50'000 | 79'344 | 50'000 | 50'923 CHF | 32'731 CHF | 75.10% | 75.10% |
02.07.2024 | 2.21% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 81'633 | 50'000 | 50'093 CHF | 31'368 CHF | 63.13% | 63.13% |