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 | 2.36% | 0.65 CHF | 0.66 CHF | 230'000 | 230'000 | 73'897 | 73'897 | 47'420 CHF | 48'281 CHF | 98.81% | 98.81% |
12.07.2024 | 2.42% | 0.64 CHF | 0.65 CHF | 230'000 | 230'000 | 73'267 | 73'267 | 46'925 CHF | 47'781 CHF | 100.00% | 100.00% |
11.07.2024 | 2.18% | 0.69 CHF | 0.70 CHF | 225'000 | 225'000 | 70'445 | 70'445 | 50'171 CHF | 50'995 CHF | 99.97% | 99.97% |
10.07.2024 | 2.05% | 0.71 CHF | 0.72 CHF | 220'000 | 220'000 | 70'223 | 70'223 | 51'954 CHF | 52'774 CHF | 99.90% | 99.90% |
09.07.2024 | 2.05% | 0.79 CHF | 0.80 CHF | 215'000 | 215'000 | 69'255 | 69'255 | 53'425 CHF | 54'235 CHF | 99.98% | 99.98% |
08.07.2024 | 2.07% | 0.73 CHF | 0.74 CHF | 220'000 | 220'000 | 70'317 | 70'317 | 52'339 CHF | 53'160 CHF | 99.98% | 99.98% |
05.07.2024 | 2.03% | 0.75 CHF | 0.76 CHF | 220'000 | 220'000 | 69'950 | 69'950 | 52'372 CHF | 53'189 CHF | 99.71% | 99.71% |
04.07.2024 | 2.01% | 0.73 CHF | 0.74 CHF | 44'000 | 44'000 | 32'355 | 32'355 | 24'178 CHF | 24'618 CHF | 94.02% | 94.02% |
03.07.2024 | 1.95% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 69'149 | 69'149 | 53'841 CHF | 54'651 CHF | 99.52% | 99.52% |
02.07.2024 | 2.11% | 0.77 CHF | 0.78 CHF | 215'000 | 215'000 | 69'100 | 69'100 | 51'833 CHF | 52'639 CHF | 99.99% | 99.99% |