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 | 2.06% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'006 | 50'000 | 54'749 CHF | 34'929 CHF | 99.68% | 99.68% |
12.07.2024 | 2.22% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 84'835 | 50'000 | 52'966 CHF | 32'019 CHF | 93.46% | 93.46% |
11.07.2024 | 2.47% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'327 | 50'000 | 51'883 CHF | 29'443 CHF | 87.39% | 87.39% |
10.07.2024 | 2.40% | 0.54 CHF | 0.55 CHF | 96'002 | 50'000 | 96'397 | 50'000 | 49'147 CHF | 26'114 CHF | 100.00% | 100.00% |
09.07.2024 | 2.60% | 0.47 CHF | 0.49 CHF | 97'186 | 50'000 | 96'298 | 50'000 | 49'405 CHF | 26'331 CHF | 99.69% | 99.69% |
08.07.2024 | 2.70% | 0.49 CHF | 0.50 CHF | 96'700 | 50'000 | 96'175 | 50'000 | 48'934 CHF | 26'136 CHF | 100.00% | 100.00% |
05.07.2024 | 2.95% | 0.47 CHF | 0.48 CHF | 97'344 | 50'000 | 97'467 | 50'000 | 44'974 CHF | 23'763 CHF | 98.98% | 98.98% |
04.07.2024 | 3.40% | 0.39 CHF | 0.41 CHF | 99'074 | 50'000 | 99'260 | 50'000 | 38'728 CHF | 20'186 CHF | 100.00% | 100.00% |
03.07.2024 | 3.33% | 0.35 CHF | 0.36 CHF | 100'250 | 50'000 | 100'138 | 50'000 | 36'221 CHF | 18'698 CHF | 100.00% | 100.00% |
02.07.2024 | 5.01% | 0.30 CHF | 0.31 CHF | 101'694 | 50'000 | 102'626 | 50'000 | 26'604 CHF | 13'628 CHF | 100.00% | 100.00% |