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 | 2.07% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 108'630 | 50'000 | 52'009 CHF | 24'459 CHF | 98.72% | 98.72% |
12.07.2024 | 2.19% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 116'685 | 50'000 | 52'583 CHF | 23'079 CHF | 99.38% | 99.38% |
11.07.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 121'182 | 75'000 | 51'589 CHF | 32'694 CHF | 32.67% | 32.67% |
10.07.2024 | 2.69% | 0.41 CHF | 0.42 CHF | 125'850 | 75'000 | 127'000 | 75'000 | 46'680 CHF | 28'321 CHF | 100.00% | 100.00% |
09.07.2024 | 2.39% | 0.38 CHF | 0.39 CHF | 126'422 | 75'000 | 122'826 | 75'000 | 50'739 CHF | 31'760 CHF | 99.78% | 99.78% |
08.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'434 CHF | 21'931 CHF | 100.00% | 100.00% |
05.07.2024 | 1.99% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 103'349 | 50'000 | 51'482 CHF | 25'472 CHF | 99.62% | 99.62% |
04.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'933 | 50'000 | 51'363 CHF | 23'656 CHF | 100.00% | 100.00% |
03.07.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 118'378 | 75'000 | 52'244 CHF | 33'877 CHF | 69.19% | 69.19% |
02.07.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 126'498 | 50'000 | 126'966 | 50'000 | 50'335 CHF | 20'323 CHF | 85.74% | 85.74% |