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 | 2.90% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 82'483 | 50'000 | 51'802 CHF | 32'382 CHF | 99.73% | 99.73% |
12.07.2024 | 4.49% | 0.64 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'726 CHF | 16'448 CHF | 99.01% | 99.01% |
11.07.2024 | 4.36% | 0.65 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'002 CHF | 16'715 CHF | 99.09% | 99.09% |
10.07.2024 | 4.69% | 0.60 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'706 CHF | 15'411 CHF | 99.81% | 99.81% |
09.07.2024 | 4.38% | 0.62 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'872 CHF | 16'583 CHF | 100.00% | 100.00% |
08.07.2024 | 2.77% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'936 CHF | 34'658 CHF | 100.00% | 100.00% |
05.07.2024 | 2.88% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'074 CHF | 34'784 CHF | 98.86% | 98.86% |
04.07.2024 | 2.68% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'711 CHF | 35'121 CHF | 100.00% | 100.00% |
03.07.2024 | 3.69% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 43'834 | 33'561 | 29'489 CHF | 23'374 CHF | 99.81% | 99.81% |
02.07.2024 | 3.11% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 97'229 | 50'000 | 53'700 CHF | 28'512 CHF | 100.00% | 100.00% |