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 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 60'000 | 147'798 | 36'563 | 51'527 CHF | 13'187 CHF | 98.98% | 98.98% |
12.07.2024 | 2.29% | 0.38 CHF | 0.39 CHF | 140'000 | 60'000 | 121'315 | 37'857 | 52'488 CHF | 16'546 CHF | 82.69% | 82.69% |
11.07.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 120'000 | 60'000 | 114'984 | 36'549 | 51'542 CHF | 16'725 CHF | 99.21% | 99.21% |
10.07.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 110'000 | 60'000 | 101'936 | 36'522 | 51'603 CHF | 18'698 CHF | 99.61% | 99.61% |
09.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90'000 | 60'000 | 97'630 | 36'518 | 53'658 CHF | 20'499 CHF | 99.67% | 99.67% |
08.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90'000 | 60'000 | 92'317 | 36'518 | 51'753 CHF | 20'861 CHF | 99.67% | 99.67% |
05.07.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 100'000 | 60'000 | 100'198 | 38'979 | 52'830 CHF | 20'807 CHF | 72.35% | 72.35% |
04.07.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100'000 | 30'000 | 92'324 | 30'000 | 52'050 CHF | 17'226 CHF | 99.16% | 99.16% |
03.07.2024 | 1.54% | 0.56 CHF | 0.57 CHF | 90'000 | 60'000 | 82'135 | 36'443 | 52'869 CHF | 23'509 CHF | 99.35% | 99.35% |
02.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 70'000 | 60'000 | 79'651 | 36'453 | 55'977 CHF | 25'979 CHF | 99.39% | 99.39% |