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 | 1.59% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 98'322 | 98'322 | 62'719 CHF | 63'705 CHF | 99.89% | 99.89% |
12.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 220'000 | 220'000 | 91'496 | 91'496 | 66'565 CHF | 67'481 CHF | 99.90% | 99.90% |
11.07.2024 | 1.66% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 98'417 | 98'417 | 61'050 CHF | 62'036 CHF | 99.98% | 99.98% |
10.07.2024 | 1.93% | 0.57 CHF | 0.58 CHF | 220'000 | 220'000 | 98'457 | 98'457 | 52'818 CHF | 53'804 CHF | 100.00% | 100.00% |
09.07.2024 | 2.16% | 0.52 CHF | 0.53 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 46'476 CHF | 47'462 CHF | 100.00% | 100.00% |
08.07.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 220'000 | 220'000 | 98'423 | 98'423 | 42'595 CHF | 43'581 CHF | 100.00% | 100.00% |
05.07.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 220'000 | 220'000 | 97'909 | 97'906 | 46'905 CHF | 47'886 CHF | 99.59% | 99.59% |
04.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 88'000 | 88'000 | 70'463 | 70'463 | 36'225 CHF | 36'929 CHF | 100.00% | 100.00% |
03.07.2024 | 2.11% | 0.52 CHF | 0.53 CHF | 220'000 | 220'000 | 98'323 | 98'415 | 48'162 CHF | 49'194 CHF | 100.00% | 100.00% |
02.07.2024 | 2.59% | 0.42 CHF | 0.43 CHF | 220'000 | 220'000 | 98'596 | 98'596 | 38'752 CHF | 39'739 CHF | 100.00% | 100.00% |