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 | 2.62% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'589 CHF | 35'024 CHF | 92.19% | 92.19% |
12.07.2024 | 4.04% | 0.70 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'084 CHF | 17'789 CHF | 99.01% | 99.01% |
11.07.2024 | 3.94% | 0.70 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'352 CHF | 18'049 CHF | 99.08% | 99.08% |
10.07.2024 | 4.44% | 0.65 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'017 CHF | 16'744 CHF | 99.81% | 99.81% |
09.07.2024 | 4.02% | 0.67 CHF | 0.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'200 CHF | 17'906 CHF | 100.00% | 100.00% |
08.07.2024 | 2.55% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 72'177 | 50'000 | 52'544 CHF | 37'376 CHF | 100.00% | 100.00% |
05.07.2024 | 2.57% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'041 CHF | 37'407 CHF | 98.86% | 98.86% |
04.07.2024 | 2.44% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'721 CHF | 37'857 CHF | 100.00% | 100.00% |
03.07.2024 | 3.16% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 41'312 | 33'561 | 30'056 CHF | 25'154 CHF | 99.81% | 99.81% |
02.07.2024 | 3.00% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 89'128 | 50'000 | 54'012 CHF | 31'238 CHF | 100.00% | 100.00% |