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 | 2.24% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 68'370 | 50'000 | 56'017 CHF | 41'918 CHF | 99.72% | 99.72% |
12.07.2024 | 3.44% | 0.83 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'454 CHF | 21'169 CHF | 99.01% | 99.01% |
11.07.2024 | 3.38% | 0.83 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'719 CHF | 21'430 CHF | 97.88% | 97.88% |
10.07.2024 | 3.61% | 0.79 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'649 CHF | 20'370 CHF | 99.81% | 99.81% |
09.07.2024 | 3.39% | 0.81 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'633 CHF | 21'344 CHF | 100.00% | 100.00% |
08.07.2024 | 2.06% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 60'329 | 50'000 | 51'806 CHF | 43'835 CHF | 100.00% | 100.00% |
05.07.2024 | 1.99% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'868 CHF | 44'092 CHF | 98.45% | 98.45% |
04.07.2024 | 2.04% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'466 CHF | 44'622 CHF | 100.00% | 100.00% |
03.07.2024 | 2.72% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 36'985 | 33'561 | 32'102 CHF | 29'884 CHF | 99.81% | 99.81% |
02.07.2024 | 2.31% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'791 CHF | 39'318 CHF | 100.00% | 100.00% |