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 | 2.33% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 71'247 | 36'045 | 57'107 CHF | 30'121 CHF | 91.19% | 91.19% |
12.07.2024 | 1.86% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 56'653 | 37'063 | 55'206 CHF | 35'956 CHF | 81.26% | 81.26% |
11.07.2024 | 1.89% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 63'468 | 36'251 | 60'931 CHF | 35'760 CHF | 87.58% | 87.58% |
10.07.2024 | 1.88% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 61'387 | 38'188 | 60'588 CHF | 38'778 CHF | 76.71% | 76.71% |
09.07.2024 | 2.03% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 63'268 | 35'523 | 56'751 CHF | 32'117 CHF | 95.83% | 95.83% |
08.07.2024 | 1.67% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 55'200 | 34'847 | 60'259 CHF | 37'463 CHF | 93.39% | 93.39% |
05.07.2024 | 1.59% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 55'432 | 35'333 | 65'239 CHF | 42'225 CHF | 98.17% | 98.17% |
04.07.2024 | 1.55% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 54'863 | 34'252 | 65'342 CHF | 41'344 CHF | 84.01% | 84.01% |
03.07.2024 | 1.52% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 55'464 | 35'483 | 68'079 CHF | 44'306 CHF | 97.09% | 97.09% |
02.07.2024 | 1.36% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 47'812 | 35'602 | 63'757 CHF | 47'521 CHF | 94.42% | 94.42% |