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 | 1.82% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 57'039 | 36'042 | 57'282 CHF | 36'372 CHF | 91.22% | 91.22% |
12.07.2024 | 2.27% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 71'269 | 37'079 | 59'099 CHF | 32'441 CHF | 81.16% | 81.16% |
11.07.2024 | 2.10% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 63'469 | 36'254 | 54'280 CHF | 31'200 CHF | 87.56% | 87.56% |
10.07.2024 | 2.16% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 67'802 | 38'191 | 56'303 CHF | 32'021 CHF | 76.69% | 76.69% |
09.07.2024 | 2.00% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 63'268 | 35'526 | 58'458 CHF | 33'761 CHF | 95.81% | 95.81% |
08.07.2024 | 2.73% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 78'944 | 34'853 | 55'333 CHF | 26'818 CHF | 93.35% | 93.35% |
05.07.2024 | 2.89% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 80'897 | 35'357 | 51'676 CHF | 23'163 CHF | 98.20% | 98.20% |
04.07.2024 | 2.96% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 81'144 | 34'244 | 51'157 CHF | 22'231 CHF | 84.00% | 84.00% |
03.07.2024 | 3.05% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 90'073 | 35'488 | 54'014 CHF | 21'626 CHF | 97.06% | 97.06% |
02.07.2024 | 3.98% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 110'867 | 35'685 | 52'073 CHF | 18'717 CHF | 94.59% | 94.59% |