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 | 2.37% | 0.65 CHF | 0.66 CHF | 230'000 | 230'000 | 73'856 | 73'856 | 47'330 CHF | 48'191 CHF | 98.90% | 98.90% |
12.07.2024 | 2.42% | 0.64 CHF | 0.65 CHF | 230'000 | 230'000 | 73'266 | 73'266 | 46'857 CHF | 47'712 CHF | 100.00% | 100.00% |
11.07.2024 | 2.18% | 0.69 CHF | 0.70 CHF | 225'000 | 225'000 | 70'476 | 70'476 | 50'096 CHF | 50'921 CHF | 99.99% | 99.99% |
10.07.2024 | 2.06% | 0.71 CHF | 0.72 CHF | 220'000 | 220'000 | 70'222 | 70'222 | 51'767 CHF | 52'587 CHF | 99.90% | 99.90% |
09.07.2024 | 2.06% | 0.79 CHF | 0.80 CHF | 215'000 | 215'000 | 69'252 | 69'252 | 53'258 CHF | 54'069 CHF | 99.98% | 99.98% |
08.07.2024 | 2.07% | 0.73 CHF | 0.74 CHF | 220'000 | 220'000 | 70'329 | 70'329 | 52'216 CHF | 53'037 CHF | 99.98% | 99.98% |
05.07.2024 | 2.04% | 0.75 CHF | 0.76 CHF | 220'000 | 220'000 | 69'953 | 69'953 | 52'184 CHF | 53'001 CHF | 99.71% | 99.71% |
04.07.2024 | 2.02% | 0.73 CHF | 0.74 CHF | 44'000 | 44'000 | 32'355 | 32'355 | 24'080 CHF | 24'520 CHF | 94.02% | 94.02% |
03.07.2024 | 1.96% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 69'147 | 69'147 | 53'724 CHF | 54'534 CHF | 99.52% | 99.52% |
02.07.2024 | 2.12% | 0.76 CHF | 0.77 CHF | 215'000 | 215'000 | 69'111 | 69'111 | 51'660 CHF | 52'466 CHF | 100.00% | 100.00% |