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 | 1.94% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 63'441 | 36'040 | 59'534 CHF | 33'899 CHF | 91.23% | 91.23% |
12.07.2024 | 2.44% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 71'854 | 37'061 | 54'625 CHF | 29'875 CHF | 81.28% | 81.28% |
11.07.2024 | 2.27% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 70'430 | 36'129 | 55'522 CHF | 28'658 CHF | 87.29% | 87.29% |
10.07.2024 | 2.37% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 72'290 | 38'190 | 55'181 CHF | 29'396 CHF | 76.70% | 76.70% |
09.07.2024 | 2.16% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 64'989 | 35'526 | 55'517 CHF | 31'315 CHF | 95.82% | 95.82% |
08.07.2024 | 3.07% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 86'013 | 34'851 | 54'065 CHF | 24'437 CHF | 93.36% | 93.36% |
05.07.2024 | 3.08% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 90'571 | 35'346 | 51'724 CHF | 20'737 CHF | 98.19% | 98.19% |
04.07.2024 | 3.32% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 91'066 | 34'246 | 51'067 CHF | 19'844 CHF | 84.00% | 84.00% |
03.07.2024 | 3.46% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 100'476 | 35'486 | 53'330 CHF | 19'189 CHF | 97.07% | 97.07% |
02.07.2024 | 4.66% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 129'077 | 35'640 | 51'592 CHF | 16'233 CHF | 94.50% | 94.50% |