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 | 2.34% | 0.44 CHF | 0.45 CHF | 80'000 | 80'000 | 47'920 | 47'920 | 20'856 CHF | 21'337 CHF | 100.00% | 100.00% |
12.07.2024 | 2.73% | 0.41 CHF | 0.42 CHF | 90'000 | 90'000 | 52'364 | 52'364 | 19'905 CHF | 20'432 CHF | 99.94% | 99.94% |
11.07.2024 | 2.80% | 0.38 CHF | 0.39 CHF | 90'000 | 90'000 | 52'041 | 52'041 | 19'301 CHF | 19'828 CHF | 99.43% | 99.43% |
10.07.2024 | 3.05% | 0.36 CHF | 0.37 CHF | 110'000 | 110'000 | 63'471 | 63'471 | 21'334 CHF | 21'971 CHF | 99.84% | 99.84% |
09.07.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 110'000 | 110'000 | 64'364 | 64'364 | 19'511 CHF | 20'158 CHF | 99.66% | 99.66% |
08.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 110'000 | 110'000 | 64'231 | 64'231 | 19'277 CHF | 19'924 CHF | 100.00% | 100.00% |
05.07.2024 | 3.12% | 0.35 CHF | 0.36 CHF | 110'000 | 110'000 | 64'527 | 64'527 | 21'119 CHF | 21'767 CHF | 99.53% | 99.53% |
04.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 54'626 | 54'626 | 16'617 CHF | 17'163 CHF | 98.94% | 98.94% |
03.07.2024 | 3.93% | 0.31 CHF | 0.32 CHF | 110'000 | 110'000 | 63'092 | 63'092 | 16'730 CHF | 17'364 CHF | 98.22% | 98.22% |
02.07.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 110'000 | 110'000 | 64'057 | 64'057 | 14'962 CHF | 15'605 CHF | 100.00% | 100.00% |