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 | 2.17% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 66'438 | 36'042 | 55'445 CHF | 30'164 CHF | 91.07% | 91.07% |
12.07.2024 | 2.82% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 82'312 | 37'070 | 53'732 CHF | 26'053 CHF | 81.22% | 81.22% |
11.07.2024 | 2.56% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 79'400 | 36'248 | 54'309 CHF | 24'961 CHF | 87.49% | 87.49% |
10.07.2024 | 2.73% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'160 | 38'196 | 52'679 CHF | 25'407 CHF | 76.67% | 76.67% |
09.07.2024 | 2.46% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 71'103 | 35'524 | 53'331 CHF | 27'633 CHF | 95.77% | 95.77% |
08.07.2024 | 3.67% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 101'185 | 34'840 | 52'607 CHF | 20'795 CHF | 93.25% | 93.25% |
05.07.2024 | 3.93% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 110'593 | 35'362 | 51'632 CHF | 17'085 CHF | 98.17% | 98.17% |
04.07.2024 | 4.02% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 113'064 | 34'326 | 51'663 CHF | 16'304 CHF | 83.28% | 83.28% |
03.07.2024 | 4.24% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 122'168 | 35'493 | 52'005 CHF | 15'470 CHF | 97.01% | 97.01% |
02.07.2024 | 6.36% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 176'280 | 35'636 | 51'647 CHF | 12'503 CHF | 94.43% | 94.43% |