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 | 2.28% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 66'147 | 66'147 | 29'408 CHF | 30'071 CHF | 100.00% | 100.00% |
12.07.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 66'493 | 66'493 | 32'211 CHF | 32'878 CHF | 99.94% | 99.94% |
11.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 65'633 | 65'633 | 32'364 CHF | 33'027 CHF | 99.43% | 99.43% |
10.07.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 130'000 | 130'000 | 70'611 | 70'611 | 36'810 CHF | 37'518 CHF | 99.84% | 99.84% |
09.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 130'000 | 130'000 | 71'719 | 71'719 | 39'236 CHF | 39'955 CHF | 99.65% | 99.65% |
08.07.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 130'000 | 130'000 | 71'529 | 71'529 | 39'381 CHF | 40'099 CHF | 100.00% | 100.00% |
05.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 130'000 | 130'000 | 71'459 | 71'459 | 38'135 CHF | 38'851 CHF | 99.53% | 99.53% |
04.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 65'000 | 65'000 | 58'017 | 58'017 | 32'079 CHF | 32'660 CHF | 98.93% | 98.93% |
03.07.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 130'000 | 130'000 | 70'306 | 70'306 | 41'231 CHF | 41'935 CHF | 98.22% | 98.22% |
02.07.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 71'271 | 71'271 | 44'420 CHF | 45'134 CHF | 100.00% | 100.00% |