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 | 1.96% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'881 CHF | 46'637 CHF | 99.72% | 99.72% |
12.07.2024 | 3.11% | 0.93 CHF | 0.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'856 CHF | 23'578 CHF | 99.01% | 99.01% |
11.07.2024 | 2.83% | 0.93 CHF | 0.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'149 CHF | 23'815 CHF | 99.04% | 99.04% |
10.07.2024 | 3.16% | 0.88 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'809 CHF | 22'509 CHF | 99.81% | 99.81% |
09.07.2024 | 2.93% | 0.90 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'994 CHF | 23'678 CHF | 100.00% | 100.00% |
08.07.2024 | 2.00% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'570 CHF | 48'945 CHF | 100.00% | 100.00% |
05.07.2024 | 1.96% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'609 CHF | 48'958 CHF | 98.86% | 98.86% |
04.07.2024 | 2.01% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'166 CHF | 49'454 CHF | 100.00% | 100.00% |
03.07.2024 | 2.39% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 36'985 | 33'561 | 35'465 CHF | 32'906 CHF | 99.81% | 99.81% |
02.07.2024 | 2.15% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 65'300 | 50'000 | 54'588 CHF | 42'745 CHF | 100.00% | 100.00% |