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 | 3.79% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 147'042 | 75'000 | 51'894 CHF | 27'578 CHF | 94.91% | 94.91% |
12.07.2024 | 7.03% | 0.37 CHF | 0.40 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'156 CHF | 14'114 CHF | 99.38% | 99.38% |
11.07.2024 | 6.05% | 0.36 CHF | 0.38 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 15'508 CHF | 16'470 CHF | 98.46% | 98.46% |
10.07.2024 | 1.98% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 78'689 | 75'000 | 55'407 CHF | 53'891 CHF | 100.00% | 100.00% |
09.07.2024 | 2.29% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'678 CHF | 52'447 CHF | 100.00% | 100.00% |
08.07.2024 | 2.40% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'557 CHF | 50'468 CHF | 100.00% | 100.00% |
05.07.2024 | 2.49% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 83'063 | 75'000 | 52'166 CHF | 48'325 CHF | 99.62% | 99.62% |
04.07.2024 | 2.39% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 81'690 | 75'000 | 51'601 CHF | 48'541 CHF | 100.00% | 100.00% |
03.07.2024 | 2.32% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 89'724 | 75'000 | 54'825 CHF | 46'908 CHF | 99.73% | 99.73% |
02.07.2024 | 2.54% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 91'736 | 75'000 | 52'140 CHF | 43'751 CHF | 100.00% | 100.00% |