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 | 2.64% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 98'325 | 75'000 | 52'673 CHF | 41'291 CHF | 98.73% | 98.73% |
12.07.2024 | 4.73% | 0.55 CHF | 0.58 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 20'011 CHF | 20'978 CHF | 99.38% | 99.38% |
11.07.2024 | 4.34% | 0.54 CHF | 0.57 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'319 CHF | 23'307 CHF | 99.08% | 99.08% |
10.07.2024 | 1.63% | 0.92 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'538 CHF | 67'632 CHF | 100.00% | 100.00% |
09.07.2024 | 1.87% | 0.88 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'907 CHF | 66'133 CHF | 100.00% | 100.00% |
08.07.2024 | 1.76% | 0.81 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'973 CHF | 64'095 CHF | 100.00% | 100.00% |
05.07.2024 | 1.74% | 0.80 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'844 CHF | 61'910 CHF | 99.62% | 99.62% |
04.07.2024 | 1.78% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'110 CHF | 62'209 CHF | 100.00% | 100.00% |
03.07.2024 | 2.20% | 0.81 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'417 CHF | 60'737 CHF | 99.73% | 99.73% |
02.07.2024 | 1.97% | 0.78 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'281 CHF | 57'398 CHF | 100.00% | 100.00% |