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 | 2.32% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'418 CHF | 39'782 CHF | 99.73% | 99.73% |
12.07.2024 | 3.59% | 0.79 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'411 CHF | 20'121 CHF | 99.01% | 99.01% |
11.07.2024 | 3.39% | 0.79 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'682 CHF | 20'360 CHF | 99.08% | 99.08% |
10.07.2024 | 3.74% | 0.75 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'582 CHF | 19'290 CHF | 99.81% | 99.81% |
09.07.2024 | 3.45% | 0.77 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'588 CHF | 20'276 CHF | 100.00% | 100.00% |
08.07.2024 | 2.15% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 57'148 CHF | 41'705 CHF | 100.00% | 100.00% |
05.07.2024 | 2.26% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 69'907 | 50'000 | 57'344 CHF | 41'954 CHF | 98.50% | 98.50% |
04.07.2024 | 2.27% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 67'729 | 50'000 | 56'290 CHF | 42'525 CHF | 100.00% | 100.00% |
03.07.2024 | 3.00% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 39'635 | 33'561 | 32'648 CHF | 28'438 CHF | 99.81% | 99.81% |
02.07.2024 | 2.52% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 71'057 | 50'000 | 51'415 CHF | 37'115 CHF | 100.00% | 100.00% |