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 | 2.19% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 69'330 | 50'000 | 56'243 CHF | 41'471 CHF | 99.72% | 99.72% |
12.07.2024 | 3.40% | 0.83 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'289 CHF | 20'991 CHF | 99.01% | 99.01% |
11.07.2024 | 3.39% | 0.83 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'561 CHF | 21'269 CHF | 99.09% | 99.09% |
10.07.2024 | 3.67% | 0.78 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'250 CHF | 19'969 CHF | 99.81% | 99.81% |
09.07.2024 | 3.47% | 0.80 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'410 CHF | 21'129 CHF | 100.00% | 100.00% |
08.07.2024 | 1.98% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 60'983 | 50'000 | 52'263 CHF | 43'732 CHF | 100.00% | 100.00% |
05.07.2024 | 2.11% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'479 CHF | 43'812 CHF | 98.86% | 98.86% |
04.07.2024 | 1.95% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'016 CHF | 44'200 CHF | 100.00% | 100.00% |
03.07.2024 | 2.90% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 37'142 | 33'561 | 31'742 CHF | 29'474 CHF | 99.81% | 99.81% |
02.07.2024 | 2.45% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'400 | 50'000 | 51'727 CHF | 37'655 CHF | 100.00% | 100.00% |