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 | 1.44% | 0.67 CHF | 0.68 CHF | 80'000 | 25'000 | 79'842 | 25'000 | 55'083 CHF | 17'499 CHF | 97.10% | 97.10% |
12.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'426 CHF | 17'571 CHF | 99.01% | 99.01% |
11.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 72'103 | 25'000 | 52'265 CHF | 18'383 CHF | 99.09% | 99.09% |
10.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 56'525 CHF | 17'914 CHF | 100.00% | 100.00% |
09.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 73'592 | 25'000 | 53'001 CHF | 18'268 CHF | 100.00% | 100.00% |
08.07.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'032 CHF | 19'190 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'186 CHF | 19'602 CHF | 61.81% | 61.81% |
04.07.2024 | 2.13% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 16'777 | 13'430 | 12'102 CHF | 9'893 CHF | 100.00% | 100.00% |
03.07.2024 | 2.10% | 0.75 CHF | 0.76 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'358 CHF | 9'556 CHF | 99.73% | 99.73% |
02.07.2024 | 2.64% | 0.71 CHF | 0.73 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 8'726 CHF | 8'960 CHF | 100.00% | 100.00% |