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 | 1.83% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 58'740 | 35'995 | 58'229 CHF | 35'857 CHF | 91.14% | 91.14% |
12.07.2024 | 2.30% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 71'267 | 37'063 | 58'268 CHF | 31'992 CHF | 81.26% | 81.26% |
11.07.2024 | 2.11% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 63'463 | 36'230 | 53'525 CHF | 30'741 CHF | 87.52% | 87.52% |
10.07.2024 | 2.21% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 68'274 | 38'187 | 55'836 CHF | 31'539 CHF | 76.71% | 76.71% |
09.07.2024 | 2.01% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 63'254 | 35'477 | 57'679 CHF | 33'279 CHF | 95.72% | 95.72% |
08.07.2024 | 2.78% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 79'001 | 34'846 | 54'554 CHF | 26'456 CHF | 93.39% | 93.39% |
05.07.2024 | 2.94% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 82'206 | 35'353 | 51'671 CHF | 22'802 CHF | 98.24% | 98.24% |
04.07.2024 | 3.00% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 88'283 | 34'243 | 54'769 CHF | 21'885 CHF | 84.00% | 84.00% |
03.07.2024 | 3.11% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'878 | 35'482 | 53'600 CHF | 21'281 CHF | 97.10% | 97.10% |
02.07.2024 | 4.08% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 113'586 | 35'661 | 52'343 CHF | 18'400 CHF | 94.57% | 94.57% |