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 | 2.15% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 77'898 | 50'000 | 54'524 CHF | 35'788 CHF | 99.68% | 99.68% |
12.07.2024 | 2.42% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 83'678 | 50'000 | 53'304 CHF | 32'731 CHF | 99.01% | 99.01% |
11.07.2024 | 2.49% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 89'497 | 50'000 | 52'830 CHF | 30'271 CHF | 94.32% | 94.32% |
10.07.2024 | 2.82% | 0.55 CHF | 0.57 CHF | 96'038 | 50'000 | 96'428 | 50'000 | 50'345 CHF | 26'854 CHF | 86.93% | 86.93% |
09.07.2024 | 2.82% | 0.49 CHF | 0.50 CHF | 97'153 | 50'000 | 96'304 | 50'000 | 51'064 CHF | 27'272 CHF | 98.36% | 98.36% |
08.07.2024 | 2.48% | 0.51 CHF | 0.52 CHF | 96'674 | 50'000 | 96'171 | 50'000 | 50'744 CHF | 27'045 CHF | 92.88% | 92.88% |
05.07.2024 | 2.87% | 0.49 CHF | 0.50 CHF | 97'296 | 50'000 | 97'468 | 50'000 | 46'767 CHF | 24'692 CHF | 98.98% | 98.98% |
04.07.2024 | 3.34% | 0.41 CHF | 0.43 CHF | 99'074 | 50'000 | 99'261 | 50'000 | 40'479 CHF | 21'081 CHF | 100.00% | 100.00% |
03.07.2024 | 3.25% | 0.36 CHF | 0.38 CHF | 100'272 | 50'000 | 100'133 | 50'000 | 38'104 CHF | 19'655 CHF | 97.97% | 97.97% |
02.07.2024 | 4.69% | 0.32 CHF | 0.33 CHF | 101'665 | 50'000 | 102'614 | 50'000 | 28'549 CHF | 14'582 CHF | 100.00% | 100.00% |