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 | 2.05% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 61'764 | 50'000 | 53'271 CHF | 44'086 CHF | 99.72% | 99.72% |
12.07.2024 | 3.25% | 0.88 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'589 CHF | 22'302 CHF | 99.01% | 99.01% |
11.07.2024 | 3.14% | 0.88 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'852 CHF | 22'549 CHF | 99.08% | 99.08% |
10.07.2024 | 3.46% | 0.83 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'522 CHF | 21'244 CHF | 99.81% | 99.81% |
09.07.2024 | 3.22% | 0.85 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'700 CHF | 22'410 CHF | 100.00% | 100.00% |
08.07.2024 | 2.10% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'555 CHF | 46'427 CHF | 100.00% | 100.00% |
05.07.2024 | 2.07% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'578 CHF | 46'430 CHF | 98.86% | 98.86% |
04.07.2024 | 2.03% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'156 CHF | 46'904 CHF | 100.00% | 100.00% |
03.07.2024 | 2.60% | 0.93 CHF | 0.95 CHF | 60'000 | 50'000 | 36'985 | 33'561 | 33'561 CHF | 31'195 CHF | 99.81% | 99.81% |
02.07.2024 | 2.34% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'020 CHF | 40'232 CHF | 100.00% | 100.00% |