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 | 1.68% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 55'784 | 36'041 | 60'583 CHF | 39'304 CHF | 91.23% | 91.23% |
12.07.2024 | 2.03% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 63'800 | 37'061 | 58'344 CHF | 35'433 CHF | 81.28% | 81.28% |
11.07.2024 | 1.88% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 62'835 | 36'213 | 58'908 CHF | 34'148 CHF | 87.48% | 87.48% |
10.07.2024 | 1.99% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 64'163 | 38'190 | 58'610 CHF | 35'146 CHF | 76.70% | 76.70% |
09.07.2024 | 1.83% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 60'985 | 35'526 | 61'309 CHF | 36'652 CHF | 95.82% | 95.82% |
08.07.2024 | 2.47% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 71'076 | 34'851 | 55'934 CHF | 29'665 CHF | 93.36% | 93.36% |
05.07.2024 | 2.54% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 72'127 | 35'347 | 52'061 CHF | 26'071 CHF | 98.18% | 98.18% |
04.07.2024 | 2.61% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 78'504 | 34'246 | 55'838 CHF | 24'991 CHF | 84.00% | 84.00% |
03.07.2024 | 2.69% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'029 | 35'486 | 54'584 CHF | 24'535 CHF | 97.07% | 97.07% |
02.07.2024 | 3.40% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 95'858 | 35'554 | 53'021 CHF | 21'572 CHF | 94.29% | 94.29% |