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 | 2.14% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 61'855 | 50'000 | 53'145 CHF | 43'957 CHF | 99.43% | 99.43% |
12.07.2024 | 3.24% | 0.88 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'518 CHF | 22'226 CHF | 99.01% | 99.01% |
11.07.2024 | 3.27% | 0.88 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'784 CHF | 22'507 CHF | 99.09% | 99.09% |
10.07.2024 | 3.44% | 0.83 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'488 CHF | 21'206 CHF | 99.81% | 99.81% |
09.07.2024 | 3.28% | 0.85 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'651 CHF | 22'372 CHF | 100.00% | 100.00% |
08.07.2024 | 1.94% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'373 CHF | 46'199 CHF | 100.00% | 100.00% |
05.07.2024 | 2.07% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'416 CHF | 46'293 CHF | 98.86% | 98.86% |
04.07.2024 | 1.88% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'936 CHF | 46'647 CHF | 100.00% | 100.00% |
03.07.2024 | 2.73% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 36'985 | 33'561 | 33'440 CHF | 31'132 CHF | 99.81% | 99.81% |
02.07.2024 | 2.30% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'909 CHF | 40'134 CHF | 100.00% | 100.00% |