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 | 3.28% | 0.90 CHF | 0.93 CHF | 60'000 | 25'000 | 59'430 | 25'000 | 53'683 CHF | 23'363 CHF | 98.73% | 98.73% |
12.07.2024 | 3.22% | 0.96 CHF | 0.99 CHF | 60'000 | 25'000 | 51'917 | 25'000 | 54'484 CHF | 27'165 CHF | 99.26% | 99.26% |
11.07.2024 | 3.36% | 1.10 CHF | 1.14 CHF | 50'000 | 25'000 | 49'209 | 25'000 | 58'833 CHF | 30'939 CHF | 94.84% | 94.84% |
10.07.2024 | 2.88% | 1.38 CHF | 1.42 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'623 CHF | 37'066 CHF | 99.44% | 99.44% |
09.07.2024 | 4.43% | 1.38 CHF | 1.44 CHF | 12'500 | 12'500 | 14'478 | 13'391 | 18'343 CHF | 17'650 CHF | 99.84% | 99.84% |
08.07.2024 | 2.21% | 1.29 CHF | 1.32 CHF | 40'000 | 25'000 | 42'235 | 25'000 | 55'259 CHF | 33'565 CHF | 99.18% | 99.18% |
05.07.2024 | 1.77% | 1.63 CHF | 1.65 CHF | 40'000 | 25'000 | 39'329 | 25'000 | 58'882 CHF | 38'174 CHF | 99.49% | 99.49% |
04.07.2024 | 2.07% | 1.54 CHF | 1.58 CHF | 40'000 | 20'000 | 38'651 | 20'000 | 61'364 CHF | 32'492 CHF | 98.25% | 98.25% |
03.07.2024 | 2.11% | 1.82 CHF | 1.86 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 58'658 CHF | 39'937 CHF | 99.31% | 99.31% |
02.07.2024 | 1.40% | 2.24 CHF | 2.27 CHF | 30'000 | 20'000 | 29'044 | 20'000 | 68'758 CHF | 48'109 CHF | 93.36% | 93.36% |