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 | 2.78% | 0.55 CHF | 0.56 CHF | 230'000 | 230'000 | 73'852 | 73'852 | 40'251 CHF | 41'112 CHF | 98.90% | 98.90% |
12.07.2024 | 2.84% | 0.55 CHF | 0.56 CHF | 230'000 | 230'000 | 73'266 | 73'266 | 39'898 CHF | 40'753 CHF | 100.00% | 100.00% |
11.07.2024 | 2.51% | 0.60 CHF | 0.61 CHF | 225'000 | 225'000 | 70'476 | 70'476 | 43'348 CHF | 44'173 CHF | 99.99% | 99.99% |
10.07.2024 | 2.36% | 0.61 CHF | 0.62 CHF | 220'000 | 220'000 | 70'222 | 70'222 | 45'064 CHF | 45'884 CHF | 99.90% | 99.90% |
09.07.2024 | 2.35% | 0.69 CHF | 0.70 CHF | 215'000 | 215'000 | 69'295 | 69'295 | 46'680 CHF | 47'491 CHF | 99.98% | 99.98% |
08.07.2024 | 2.39% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 70'317 | 70'317 | 45'480 CHF | 46'301 CHF | 99.98% | 99.98% |
05.07.2024 | 2.33% | 0.65 CHF | 0.66 CHF | 220'000 | 220'000 | 69'942 | 69'942 | 45'543 CHF | 46'360 CHF | 99.70% | 99.70% |
04.07.2024 | 2.31% | 0.64 CHF | 0.65 CHF | 44'000 | 44'000 | 32'354 | 32'354 | 20'994 CHF | 21'434 CHF | 94.02% | 94.02% |
03.07.2024 | 2.23% | 0.67 CHF | 0.68 CHF | 220'000 | 220'000 | 69'146 | 69'146 | 47'042 CHF | 47'852 CHF | 99.52% | 99.52% |
02.07.2024 | 2.43% | 0.67 CHF | 0.68 CHF | 215'000 | 215'000 | 69'112 | 69'112 | 45'079 CHF | 45'885 CHF | 100.00% | 100.00% |