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 | 1.67% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'110 CHF | 40'026 CHF | 99.68% | 99.68% |
12.07.2024 | 1.87% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 73'679 | 50'000 | 53'277 CHF | 36'954 CHF | 99.01% | 99.01% |
11.07.2024 | 1.97% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 79'929 | 50'000 | 53'982 CHF | 34'442 CHF | 99.08% | 99.08% |
10.07.2024 | 2.11% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 87'094 | 50'000 | 53'213 CHF | 31'238 CHF | 100.00% | 100.00% |
09.07.2024 | 2.24% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 87'417 | 50'000 | 53'863 CHF | 31'530 CHF | 99.69% | 99.69% |
08.07.2024 | 2.39% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 88'539 | 50'000 | 54'116 CHF | 31'316 CHF | 100.00% | 100.00% |
05.07.2024 | 2.34% | 0.56 CHF | 0.57 CHF | 97'786 | 50'000 | 90'610 | 50'000 | 51'344 CHF | 29'011 CHF | 74.89% | 74.89% |
04.07.2024 | 2.68% | 0.50 CHF | 0.51 CHF | 99'118 | 50'000 | 99'259 | 50'000 | 49'001 CHF | 25'356 CHF | 100.00% | 100.00% |
03.07.2024 | 2.75% | 0.45 CHF | 0.46 CHF | 100'255 | 50'000 | 100'112 | 50'000 | 46'626 CHF | 23'937 CHF | 100.00% | 100.00% |
02.07.2024 | 3.94% | 0.40 CHF | 0.41 CHF | 101'665 | 50'000 | 102'620 | 50'000 | 37'185 CHF | 18'849 CHF | 100.00% | 100.00% |