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 | 4.67% | 0.80 CHF | 0.81 CHF | 70'000 | 70'000 | 25'178 | 25'178 | 21'097 CHF | 21'535 CHF | 97.59% | 97.59% |
12.07.2024 | 2.55% | 0.97 CHF | 0.98 CHF | 70'000 | 70'000 | 32'066 | 32'066 | 29'677 CHF | 30'277 CHF | 99.93% | 99.93% |
11.07.2024 | 2.82% | 0.89 CHF | 0.90 CHF | 70'000 | 70'000 | 32'353 | 32'353 | 27'425 CHF | 28'032 CHF | 99.19% | 99.19% |
10.07.2024 | 2.91% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 32'783 | 32'783 | 25'998 CHF | 26'612 CHF | 99.70% | 99.70% |
09.07.2024 | 2.93% | 0.80 CHF | 0.81 CHF | 70'000 | 70'000 | 32'751 | 32'751 | 25'871 CHF | 26'484 CHF | 99.62% | 99.62% |
08.07.2024 | 2.89% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 32'759 | 32'759 | 26'081 CHF | 26'694 CHF | 99.73% | 99.73% |
05.07.2024 | 2.94% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 32'881 | 32'881 | 25'881 CHF | 26'496 CHF | 99.34% | 99.34% |
04.07.2024 | 7.70% | 0.79 CHF | 0.81 CHF | 30'000 | 30'000 | 10'351 | 10'351 | 8'113 CHF | 8'447 CHF | 98.79% | 98.79% |
03.07.2024 | 3.13% | 0.78 CHF | 0.79 CHF | 70'000 | 70'000 | 31'558 | 31'558 | 23'621 CHF | 24'192 CHF | 98.32% | 98.32% |
02.07.2024 | 3.25% | 0.71 CHF | 0.72 CHF | 70'000 | 70'000 | 32'757 | 32'757 | 23'177 CHF | 23'791 CHF | 100.00% | 100.00% |