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 | 2.24% | 0.46 CHF | 0.47 CHF | 90'000 | 90'000 | 52'456 | 52'456 | 23'818 CHF | 24'345 CHF | 99.99% | 99.99% |
12.07.2024 | 2.59% | 0.43 CHF | 0.44 CHF | 90'000 | 90'000 | 52'365 | 52'365 | 20'951 CHF | 21'478 CHF | 99.94% | 99.94% |
11.07.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 54'110 | 54'110 | 21'127 CHF | 21'676 CHF | 99.43% | 99.43% |
10.07.2024 | 2.88% | 0.37 CHF | 0.38 CHF | 110'000 | 110'000 | 63'468 | 63'468 | 22'622 CHF | 23'259 CHF | 99.85% | 99.85% |
09.07.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 110'000 | 110'000 | 64'360 | 64'360 | 20'890 CHF | 21'538 CHF | 99.66% | 99.66% |
08.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 110'000 | 110'000 | 64'231 | 64'231 | 20'581 CHF | 21'228 CHF | 100.00% | 100.00% |
05.07.2024 | 2.94% | 0.37 CHF | 0.38 CHF | 110'000 | 110'000 | 64'528 | 64'528 | 22'395 CHF | 23'043 CHF | 99.53% | 99.53% |
04.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 60'000 | 60'000 | 54'626 | 54'626 | 17'726 CHF | 18'273 CHF | 98.93% | 98.93% |
03.07.2024 | 3.69% | 0.33 CHF | 0.34 CHF | 130'000 | 130'000 | 69'325 | 69'325 | 19'727 CHF | 20'428 CHF | 98.22% | 98.22% |
02.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 130'000 | 130'000 | 75'962 | 75'962 | 18'914 CHF | 19'676 CHF | 100.00% | 100.00% |