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 | 1.33% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'453 CHF | 18'983 CHF | 97.10% | 97.10% |
12.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'022 | 25'000 | 52'714 CHF | 19'071 CHF | 99.01% | 99.01% |
11.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'972 CHF | 19'883 CHF | 99.09% | 99.09% |
10.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'660 CHF | 19'414 CHF | 100.00% | 100.00% |
09.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'629 CHF | 19'761 CHF | 100.00% | 100.00% |
08.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 57'232 CHF | 20'690 CHF | 100.00% | 100.00% |
05.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 64'460 | 25'000 | 53'730 CHF | 21'102 CHF | 61.81% | 61.81% |
04.07.2024 | 1.96% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 16'777 | 13'430 | 13'109 CHF | 10'699 CHF | 100.00% | 100.00% |
03.07.2024 | 1.94% | 0.81 CHF | 0.82 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 10'108 CHF | 10'306 CHF | 99.73% | 99.73% |
02.07.2024 | 2.24% | 0.77 CHF | 0.79 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'476 CHF | 9'691 CHF | 100.00% | 100.00% |