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 | 2.04% | 0.46 CHF | 0.47 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 82'774 CHF | 84'474 CHF | 99.58% | 99.58% |
12.07.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 160'000 | 160'000 | 162'699 | 162'699 | 79'680 CHF | 81'307 CHF | 100.00% | 100.00% |
11.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 89'142 CHF | 90'842 CHF | 99.99% | 99.99% |
10.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 86'920 CHF | 88'620 CHF | 100.00% | 100.00% |
09.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 160'000 | 160'000 | 159'597 | 159'597 | 83'758 CHF | 85'358 CHF | 99.74% | 99.74% |
08.07.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 160'000 | 160'000 | 159'734 | 159'734 | 90'105 CHF | 91'705 CHF | 100.00% | 100.00% |
05.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 92'413 CHF | 94'013 CHF | 99.99% | 99.99% |
04.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 83'831 CHF | 85'431 CHF | 100.00% | 100.00% |
03.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 93'770 CHF | 95'470 CHF | 100.00% | 100.00% |
02.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 85'533 CHF | 87'233 CHF | 99.99% | 99.99% |