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 | 4.21% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'386 CHF | 35'452 CHF | 99.72% | 99.72% |
12.07.2024 | 5.52% | 0.69 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'992 CHF | 17'956 CHF | 99.01% | 99.01% |
11.07.2024 | 5.48% | 0.70 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'274 CHF | 18'247 CHF | 99.09% | 99.09% |
10.07.2024 | 5.72% | 0.65 CHF | 0.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'067 CHF | 17'012 CHF | 99.81% | 99.81% |
09.07.2024 | 5.46% | 0.67 CHF | 0.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'174 CHF | 18'138 CHF | 100.00% | 100.00% |
08.07.2024 | 3.76% | 0.69 CHF | 0.72 CHF | 80'000 | 50'000 | 72'900 | 50'000 | 52'741 CHF | 37'600 CHF | 100.00% | 100.00% |
05.07.2024 | 3.96% | 0.73 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 50'853 CHF | 37'791 CHF | 98.86% | 98.86% |
04.07.2024 | 3.64% | 0.73 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'487 CHF | 38'139 CHF | 100.00% | 100.00% |
03.07.2024 | 4.65% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 41'243 | 33'561 | 29'951 CHF | 25'482 CHF | 99.81% | 99.81% |
02.07.2024 | 4.57% | 0.64 CHF | 0.67 CHF | 80'000 | 50'000 | 88'734 | 50'000 | 54'551 CHF | 32'194 CHF | 100.00% | 100.00% |