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 | 3.17% | 0.33 CHF | 0.34 CHF | 320'000 | 320'000 | 106'645 | 106'645 | 34'240 CHF | 35'311 CHF | 98.87% | 98.87% |
12.07.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 320'000 | 320'000 | 106'237 | 106'237 | 34'734 CHF | 35'801 CHF | 100.00% | 100.00% |
11.07.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 290'000 | 290'000 | 90'569 | 90'569 | 34'236 CHF | 35'154 CHF | 99.97% | 99.97% |
10.07.2024 | 2.56% | 0.37 CHF | 0.38 CHF | 280'000 | 280'000 | 90'080 | 90'080 | 35'296 CHF | 36'201 CHF | 99.90% | 99.90% |
09.07.2024 | 2.54% | 0.44 CHF | 0.45 CHF | 270'000 | 270'000 | 87'863 | 87'863 | 36'830 CHF | 37'715 CHF | 99.98% | 99.98% |
08.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 280'000 | 280'000 | 89'951 | 89'951 | 35'812 CHF | 36'716 CHF | 99.98% | 99.98% |
05.07.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 280'000 | 280'000 | 90'209 | 90'209 | 36'037 CHF | 36'942 CHF | 99.70% | 99.70% |
04.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 60'000 | 60'000 | 44'112 | 44'112 | 17'567 CHF | 18'008 CHF | 94.02% | 94.02% |
03.07.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 270'000 | 270'000 | 85'920 | 85'920 | 36'618 CHF | 37'482 CHF | 99.53% | 99.53% |
02.07.2024 | 2.62% | 0.42 CHF | 0.43 CHF | 270'000 | 270'000 | 87'852 | 87'852 | 35'522 CHF | 36'405 CHF | 100.00% | 100.00% |