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 | 4.49% | 0.23 CHF | 0.24 CHF | 370'000 | 370'000 | 119'831 | 119'831 | 26'989 CHF | 28'193 CHF | 98.88% | 98.88% |
12.07.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 370'000 | 370'000 | 118'854 | 118'854 | 27'455 CHF | 28'650 CHF | 100.00% | 100.00% |
11.07.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 350'000 | 350'000 | 110'894 | 110'894 | 30'177 CHF | 31'300 CHF | 99.98% | 99.98% |
10.07.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 340'000 | 340'000 | 110'599 | 110'599 | 31'205 CHF | 32'316 CHF | 99.90% | 99.90% |
09.07.2024 | 3.50% | 0.32 CHF | 0.33 CHF | 330'000 | 330'000 | 108'330 | 108'330 | 33'073 CHF | 34'162 CHF | 99.98% | 99.98% |
08.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 340'000 | 340'000 | 110'450 | 110'450 | 31'821 CHF | 32'931 CHF | 99.98% | 99.98% |
05.07.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 330'000 | 330'000 | 108'617 | 108'617 | 31'434 CHF | 32'523 CHF | 99.71% | 99.71% |
04.07.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 70'000 | 70'000 | 54'112 | 54'112 | 15'588 CHF | 16'129 CHF | 94.02% | 94.02% |
03.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 320'000 | 320'000 | 104'326 | 104'326 | 32'428 CHF | 33'476 CHF | 99.52% | 99.52% |
02.07.2024 | 3.62% | 0.31 CHF | 0.32 CHF | 330'000 | 330'000 | 108'216 | 108'216 | 31'684 CHF | 32'771 CHF | 100.00% | 100.00% |