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 | 2.49% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 90'133 | 50'000 | 54'070 CHF | 30'754 CHF | 85.30% | 85.30% |
12.07.2024 | 2.68% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 93'163 | 50'000 | 49'346 CHF | 27'246 CHF | 83.00% | 83.00% |
11.07.2024 | 2.97% | 0.52 CHF | 0.53 CHF | 93'960 | 50'000 | 94'950 | 50'000 | 45'970 CHF | 24'942 CHF | 99.09% | 99.09% |
10.07.2024 | 2.71% | 0.45 CHF | 0.46 CHF | 96'038 | 50'000 | 96'404 | 50'000 | 40'604 CHF | 21'638 CHF | 100.00% | 100.00% |
09.07.2024 | 3.08% | 0.38 CHF | 0.40 CHF | 97'153 | 50'000 | 96'298 | 50'000 | 40'998 CHF | 21'954 CHF | 100.00% | 100.00% |
08.07.2024 | 3.07% | 0.40 CHF | 0.42 CHF | 96'700 | 50'000 | 96'172 | 50'000 | 40'445 CHF | 21'684 CHF | 100.00% | 100.00% |
05.07.2024 | 3.67% | 0.38 CHF | 0.39 CHF | 97'258 | 50'000 | 97'460 | 50'000 | 36'431 CHF | 19'390 CHF | 98.98% | 98.98% |
04.07.2024 | 4.47% | 0.31 CHF | 0.32 CHF | 99'074 | 50'000 | 99'252 | 50'000 | 29'933 CHF | 15'770 CHF | 100.00% | 100.00% |
03.07.2024 | 4.47% | 0.26 CHF | 0.27 CHF | 100'200 | 50'000 | 100'130 | 50'000 | 27'429 CHF | 14'325 CHF | 100.00% | 100.00% |
02.07.2024 | 6.67% | 0.21 CHF | 0.22 CHF | 101'694 | 50'000 | 102'381 | 50'000 | 18'549 CHF | 9'678 CHF | 82.25% | 100.00% |