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 | 2.69% | 0.93 CHF | 0.95 CHF | 75'000 | 75'000 | 75'100 | 75'100 | 55'300 CHF | 56'802 CHF | 86.36% | 86.36% |
12.07.2024 | 2.13% | 0.95 CHF | 0.97 CHF | 75'000 | 75'000 | 75'239 | 75'239 | 69'815 CHF | 71'320 CHF | 98.83% | 98.83% |
11.07.2024 | 1.92% | 0.95 CHF | 0.97 CHF | 75'000 | 75'000 | 55'802 | 55'802 | 57'456 CHF | 58'572 CHF | 97.90% | 97.90% |
10.07.2024 | 1.92% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'751 | 50'751 | 52'297 CHF | 53'312 CHF | 95.10% | 95.10% |
09.07.2024 | 1.83% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 51'431 | 51'431 | 55'690 CHF | 56'719 CHF | 98.61% | 98.61% |
08.07.2024 | 2.06% | 0.99 CHF | 1.01 CHF | 75'000 | 75'000 | 75'417 | 75'417 | 72'542 CHF | 74'051 CHF | 98.59% | 98.59% |
05.07.2024 | 1.90% | 0.96 CHF | 0.98 CHF | 50'000 | 50'000 | 51'795 | 51'795 | 53'920 CHF | 54'955 CHF | 99.17% | 99.17% |
04.07.2024 | 1.94% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 51'567 | 51'567 | 52'531 CHF | 53'562 CHF | 99.18% | 99.18% |
03.07.2024 | 2.37% | 0.94 CHF | 0.96 CHF | 75'000 | 75'000 | 75'704 | 75'704 | 63'157 CHF | 64'672 CHF | 98.45% | 98.45% |
02.07.2024 | 2.62% | 0.76 CHF | 0.78 CHF | 75'000 | 75'000 | 75'840 | 75'840 | 57'200 CHF | 58'717 CHF | 98.87% | 98.87% |