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 | 2.32% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 96'477 | 96'477 | 41'072 CHF | 42'037 CHF | 99.99% | 99.99% |
12.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 98'000 | 98'000 | 95'473 | 95'473 | 38'363 CHF | 39'318 CHF | 100.00% | 100.00% |
11.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 98'000 | 98'000 | 95'420 | 95'420 | 37'541 CHF | 38'496 CHF | 100.00% | 100.00% |
10.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 97'535 | 97'535 | 42'000 CHF | 42'975 CHF | 100.00% | 100.00% |
09.07.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 97'245 | 97'245 | 39'856 CHF | 40'829 CHF | 100.00% | 100.00% |
08.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 97'394 | 97'394 | 41'424 CHF | 42'398 CHF | 100.00% | 100.00% |
05.07.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 95'838 | 95'838 | 36'188 CHF | 37'147 CHF | 99.82% | 99.82% |
04.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 98'000 | 98'000 | 95'434 | 95'434 | 32'128 CHF | 33'083 CHF | 99.50% | 99.50% |
03.07.2024 | 2.66% | 0.35 CHF | 0.36 CHF | 98'000 | 98'000 | 95'804 | 95'804 | 35'513 CHF | 36'471 CHF | 99.36% | 99.36% |
02.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 102'000 | 102'000 | 99'078 | 99'078 | 43'432 CHF | 44'422 CHF | 100.00% | 100.00% |