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 | 1.77% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 60'797 | 50'000 | 52'369 CHF | 43'864 CHF | 99.68% | 99.68% |
12.07.2024 | 1.81% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 68'066 | 50'000 | 54'388 CHF | 40'769 CHF | 99.01% | 99.01% |
11.07.2024 | 2.10% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'065 | 50'000 | 52'513 CHF | 38'271 CHF | 99.08% | 99.08% |
10.07.2024 | 2.15% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 79'442 | 50'000 | 54'503 CHF | 35'062 CHF | 100.00% | 100.00% |
09.07.2024 | 1.94% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 79'931 | 50'000 | 55'330 CHF | 35'289 CHF | 100.00% | 100.00% |
08.07.2024 | 1.92% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 79'952 | 50'000 | 54'949 CHF | 35'029 CHF | 100.00% | 100.00% |
05.07.2024 | 2.16% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'329 | 50'000 | 51'388 CHF | 32'692 CHF | 98.98% | 98.98% |
04.07.2024 | 2.50% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 92'234 | 50'000 | 52'551 CHF | 29'237 CHF | 69.70% | 69.70% |
03.07.2024 | 2.60% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 99'333 | 50'000 | 53'467 CHF | 27'629 CHF | 98.51% | 98.51% |
02.07.2024 | 2.65% | 0.48 CHF | 0.49 CHF | 101'665 | 50'000 | 102'621 | 50'000 | 44'970 CHF | 22'506 CHF | 100.00% | 100.00% |