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 | 2.36% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 64'455 | 50'000 | 53'861 CHF | 42'837 CHF | 99.29% | 99.29% |
12.07.2024 | 2.26% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'151 | 50'000 | 52'765 CHF | 44'867 CHF | 99.48% | 99.48% |
11.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 63'021 | 50'000 | 53'282 CHF | 42'826 CHF | 99.42% | 99.42% |
10.07.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 72'456 | 50'000 | 52'229 CHF | 36'600 CHF | 99.51% | 99.51% |
09.07.2024 | 2.77% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 75'998 | 50'000 | 54'003 CHF | 36'588 CHF | 99.55% | 99.55% |
08.07.2024 | 2.48% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'698 CHF | 40'785 CHF | 99.52% | 99.52% |
05.07.2024 | 2.38% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 63'451 | 50'000 | 52'569 CHF | 42'505 CHF | 98.51% | 98.51% |
04.07.2024 | 2.49% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'456 CHF | 40'611 CHF | 98.69% | 98.69% |
03.07.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'424 CHF | 40'089 CHF | 99.57% | 99.57% |
02.07.2024 | 2.74% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 73'904 | 50'000 | 53'268 CHF | 37'152 CHF | 98.85% | 98.85% |