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 | 3.63% | 0.69 CHF | 0.72 CHF | 80'000 | 50'000 | 72'016 | 50'000 | 52'865 CHF | 38'116 CHF | 99.73% | 99.73% |
12.07.2024 | 5.14% | 0.75 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'364 CHF | 19'333 CHF | 99.01% | 99.01% |
11.07.2024 | 4.98% | 0.75 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'623 CHF | 19'573 CHF | 98.75% | 98.75% |
10.07.2024 | 4.67% | 0.71 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'497 CHF | 18'336 CHF | 99.81% | 99.81% |
09.07.2024 | 5.01% | 0.72 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'589 CHF | 19'543 CHF | 100.00% | 100.00% |
08.07.2024 | 3.51% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'515 CHF | 40'331 CHF | 100.00% | 100.00% |
05.07.2024 | 3.65% | 0.78 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'474 CHF | 40'357 CHF | 98.72% | 98.72% |
04.07.2024 | 3.59% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'221 CHF | 40'883 CHF | 100.00% | 100.00% |
03.07.2024 | 4.33% | 0.80 CHF | 0.83 CHF | 70'000 | 50'000 | 40'410 | 33'561 | 31'551 CHF | 27'321 CHF | 99.81% | 99.81% |
02.07.2024 | 2.67% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'087 CHF | 34'719 CHF | 100.00% | 100.00% |