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 | 1.52% | 0.71 CHF | 0.72 CHF | 290'000 | 290'000 | 162'093 | 162'093 | 109'632 CHF | 111'259 CHF | 98.88% | 98.88% |
12.07.2024 | 1.89% | 0.61 CHF | 0.62 CHF | 290'000 | 290'000 | 162'999 | 162'999 | 89'965 CHF | 91'602 CHF | 99.99% | 99.99% |
11.07.2024 | 1.70% | 0.51 CHF | 0.52 CHF | 290'000 | 290'000 | 160'913 | 160'913 | 96'208 CHF | 97'831 CHF | 100.00% | 100.00% |
10.07.2024 | 1.85% | 0.59 CHF | 0.60 CHF | 290'000 | 290'000 | 161'596 | 161'596 | 90'776 CHF | 92'400 CHF | 99.90% | 99.90% |
09.07.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 300'000 | 300'000 | 163'715 | 163'715 | 85'834 CHF | 87'481 CHF | 99.43% | 99.43% |
08.07.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 163'446 | 163'446 | 81'499 CHF | 83'143 CHF | 100.00% | 100.00% |
05.07.2024 | 2.48% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 164'370 | 164'370 | 69'127 CHF | 70'776 CHF | 99.35% | 99.35% |
04.07.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 134'317 | 134'317 | 52'997 CHF | 54'340 CHF | 99.50% | 99.50% |
03.07.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 310'000 | 310'000 | 171'962 | 171'962 | 64'764 CHF | 66'490 CHF | 99.36% | 99.36% |
02.07.2024 | 3.10% | 0.39 CHF | 0.40 CHF | 310'000 | 310'000 | 173'511 | 173'511 | 58'458 CHF | 60'201 CHF | 100.00% | 100.00% |