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 | 3.46% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 98'695 | 36'031 | 52'818 CHF | 20'675 CHF | 91.10% | 91.10% |
12.07.2024 | 2.48% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 73'917 | 37'069 | 52'848 CHF | 26'188 CHF | 81.23% | 81.23% |
11.07.2024 | 2.61% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'501 | 36'185 | 55'121 CHF | 26'177 CHF | 87.33% | 87.33% |
10.07.2024 | 2.57% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 74'980 | 38'199 | 53'987 CHF | 28'684 CHF | 76.66% | 76.66% |
09.07.2024 | 2.83% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 81'899 | 35'533 | 51'778 CHF | 22'702 CHF | 95.78% | 95.78% |
08.07.2024 | 2.19% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 64'313 | 34'862 | 53'387 CHF | 28'192 CHF | 93.28% | 93.28% |
05.07.2024 | 2.04% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 63'269 | 35'367 | 57'528 CHF | 32'809 CHF | 98.13% | 98.13% |
04.07.2024 | 2.02% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 62'940 | 34'324 | 58'043 CHF | 32'203 CHF | 83.27% | 83.27% |
03.07.2024 | 1.95% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 63'254 | 35'314 | 60'496 CHF | 34'571 CHF | 96.56% | 96.56% |
02.07.2024 | 1.69% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 55'620 | 35'684 | 59'381 CHF | 37'929 CHF | 94.53% | 94.53% |