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 | 2.06% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 63'467 | 36'028 | 56'308 CHF | 32'042 CHF | 91.07% | 91.07% |
12.07.2024 | 2.66% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 78'899 | 37'068 | 55'726 CHF | 27'991 CHF | 81.24% | 81.24% |
11.07.2024 | 2.42% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 71'943 | 36'232 | 52'972 CHF | 26'849 CHF | 87.49% | 87.49% |
10.07.2024 | 2.52% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 76'292 | 38'195 | 54'253 CHF | 27'437 CHF | 76.68% | 76.68% |
09.07.2024 | 2.30% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 71'078 | 35'445 | 57'038 CHF | 29'433 CHF | 95.59% | 95.59% |
08.07.2024 | 3.32% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 93'041 | 34'858 | 53'470 CHF | 22'654 CHF | 93.32% | 93.32% |
05.07.2024 | 3.55% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 100'281 | 35'361 | 52'009 CHF | 18'923 CHF | 98.18% | 98.18% |
04.07.2024 | 3.62% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 34'246 | 51'054 CHF | 18'118 CHF | 84.00% | 84.00% |
03.07.2024 | 3.82% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 109'438 | 35'490 | 52'394 CHF | 17'363 CHF | 97.03% | 97.03% |
02.07.2024 | 5.40% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 149'034 | 35'614 | 51'731 CHF | 14'387 CHF | 94.40% | 94.40% |