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 | 1.84% | 0.60 CHF | 0.61 CHF | 80'395 | 75'000 | 80'147 | 75'000 | 48'970 CHF | 46'677 CHF | 99.69% | 99.69% |
12.07.2024 | 2.32% | 0.61 CHF | 0.63 CHF | 80'122 | 75'000 | 80'241 | 75'000 | 48'977 CHF | 46'856 CHF | 99.01% | 99.01% |
11.07.2024 | 2.24% | 0.61 CHF | 0.62 CHF | 80'083 | 75'000 | 81'036 | 75'000 | 47'203 CHF | 44'683 CHF | 99.08% | 99.08% |
10.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 81'087 | 75'000 | 80'785 | 75'000 | 48'535 CHF | 45'811 CHF | 100.00% | 100.00% |
09.07.2024 | 1.51% | 0.61 CHF | 0.62 CHF | 80'502 | 75'000 | 79'224 | 75'000 | 52'830 CHF | 50'779 CHF | 69.33% | 69.33% |
08.07.2024 | 1.77% | 0.65 CHF | 0.66 CHF | 79'508 | 75'000 | 79'544 | 75'000 | 51'382 CHF | 49'311 CHF | 100.00% | 100.00% |
05.07.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 80'205 | 75'000 | 79'561 | 75'000 | 52'006 CHF | 49'843 CHF | 89.36% | 89.36% |
04.07.2024 | 2.03% | 0.61 CHF | 0.62 CHF | 80'793 | 75'000 | 80'974 | 75'000 | 48'701 CHF | 46'035 CHF | 100.00% | 100.00% |
03.07.2024 | 1.96% | 0.57 CHF | 0.58 CHF | 81'881 | 75'000 | 81'798 | 75'000 | 47'235 CHF | 44'173 CHF | 100.00% | 100.00% |
02.07.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 86'626 | 75'000 | 86'956 | 75'000 | 33'576 CHF | 29'712 CHF | 100.00% | 100.00% |