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 | 3.21% | 0.86 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'392 CHF | 22'972 CHF | 98.73% | 98.73% |
12.07.2024 | 2.77% | 0.88 CHF | 0.91 CHF | 60'000 | 25'000 | 61'603 | 25'000 | 52'374 CHF | 21'868 CHF | 99.38% | 99.38% |
11.07.2024 | 3.06% | 0.88 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'723 CHF | 22'222 CHF | 99.15% | 99.15% |
10.07.2024 | 3.37% | 0.83 CHF | 0.86 CHF | 70'000 | 25'000 | 65'874 | 25'000 | 54'702 CHF | 21'486 CHF | 100.00% | 100.00% |
09.07.2024 | 2.94% | 0.82 CHF | 0.85 CHF | 70'000 | 25'000 | 60'629 | 25'000 | 51'779 CHF | 21'995 CHF | 100.00% | 100.00% |
08.07.2024 | 3.11% | 0.85 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'494 CHF | 22'563 CHF | 100.00% | 100.00% |
05.07.2024 | 2.83% | 0.90 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'501 CHF | 23'361 CHF | 99.62% | 99.62% |
04.07.2024 | 2.74% | 0.93 CHF | 0.96 CHF | 60'000 | 25'000 | 58'488 | 25'000 | 56'503 CHF | 24'867 CHF | 100.00% | 100.00% |
03.07.2024 | 2.84% | 0.99 CHF | 1.01 CHF | 60'000 | 25'000 | 59'710 | 25'000 | 56'276 CHF | 24'249 CHF | 96.53% | 96.53% |
02.07.2024 | 3.30% | 0.78 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'262 CHF | 20'029 CHF | 100.00% | 100.00% |