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 | 2.29% | 0.99 CHF | 1.01 CHF | 60'000 | 25'000 | 53'464 | 25'000 | 53'822 CHF | 25'793 CHF | 99.68% | 99.68% |
12.07.2024 | 2.36% | 0.98 CHF | 1.00 CHF | 60'000 | 25'000 | 59'217 | 25'000 | 54'503 CHF | 23'593 CHF | 99.01% | 99.01% |
11.07.2024 | 2.59% | 0.90 CHF | 0.93 CHF | 60'000 | 25'000 | 60'239 | 25'000 | 52'159 CHF | 22'217 CHF | 98.45% | 98.45% |
10.07.2024 | 2.66% | 0.83 CHF | 0.85 CHF | 70'000 | 25'000 | 69'995 | 25'000 | 56'143 CHF | 20'593 CHF | 100.00% | 100.00% |
09.07.2024 | 2.84% | 0.76 CHF | 0.79 CHF | 70'000 | 25'000 | 69'931 | 25'000 | 56'527 CHF | 20'790 CHF | 100.00% | 100.00% |
08.07.2024 | 2.64% | 0.79 CHF | 0.81 CHF | 70'000 | 25'000 | 69'952 | 25'000 | 56'401 CHF | 20'696 CHF | 100.00% | 100.00% |
05.07.2024 | 2.83% | 0.76 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'045 CHF | 19'488 CHF | 98.98% | 98.98% |
04.07.2024 | 3.03% | 0.69 CHF | 0.71 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'935 CHF | 17'696 CHF | 100.00% | 100.00% |
03.07.2024 | 3.20% | 0.64 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'856 CHF | 17'054 CHF | 97.26% | 97.26% |
02.07.2024 | 3.73% | 0.60 CHF | 0.62 CHF | 90'000 | 25'000 | 92'366 | 25'000 | 52'268 CHF | 14'707 CHF | 100.00% | 100.00% |