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 | 5.11% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 144'694 | 36'039 | 51'962 CHF | 14'408 CHF | 91.10% | 91.10% |
12.07.2024 | 3.29% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 96'112 | 37'082 | 51'858 CHF | 19'754 CHF | 81.15% | 81.15% |
11.07.2024 | 3.47% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'449 | 36'273 | 52'052 CHF | 19'935 CHF | 87.44% | 87.44% |
10.07.2024 | 3.38% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 97'215 | 38'203 | 52'826 CHF | 22'010 CHF | 76.64% | 76.64% |
09.07.2024 | 3.92% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 113'145 | 35'451 | 51'834 CHF | 16'485 CHF | 95.55% | 95.55% |
08.07.2024 | 2.74% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 81'004 | 34'870 | 52'952 CHF | 22'132 CHF | 93.23% | 93.23% |
05.07.2024 | 2.47% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 71'371 | 35'367 | 52'440 CHF | 26'641 CHF | 98.13% | 98.13% |
04.07.2024 | 2.50% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 70'971 | 34'236 | 52'984 CHF | 26'140 CHF | 83.98% | 83.98% |
03.07.2024 | 2.36% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 71'103 | 35'502 | 55'474 CHF | 28'541 CHF | 96.94% | 96.94% |
02.07.2024 | 2.04% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 63'375 | 35'694 | 56'813 CHF | 31'675 CHF | 94.48% | 94.48% |