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 | 3.35% | 0.45 CHF | 0.46 CHF | 230'000 | 230'000 | 73'870 | 73'870 | 33'845 CHF | 34'706 CHF | 98.86% | 98.86% |
12.07.2024 | 3.26% | 0.46 CHF | 0.47 CHF | 230'000 | 230'000 | 73'268 | 73'268 | 33'729 CHF | 34'585 CHF | 100.00% | 100.00% |
11.07.2024 | 4.05% | 0.41 CHF | 0.42 CHF | 225'000 | 225'000 | 70'437 | 70'437 | 27'502 CHF | 28'326 CHF | 99.97% | 99.97% |
10.07.2024 | 4.20% | 0.40 CHF | 0.41 CHF | 220'000 | 220'000 | 70'222 | 70'222 | 25'924 CHF | 26'744 CHF | 99.90% | 99.90% |
09.07.2024 | 4.25% | 0.32 CHF | 0.33 CHF | 215'000 | 215'000 | 69'295 | 69'295 | 23'295 CHF | 24'105 CHF | 99.98% | 99.98% |
08.07.2024 | 4.15% | 0.37 CHF | 0.38 CHF | 220'000 | 220'000 | 70'329 | 70'329 | 25'416 CHF | 26'237 CHF | 99.98% | 99.98% |
05.07.2024 | 4.30% | 0.36 CHF | 0.37 CHF | 220'000 | 220'000 | 69'935 | 69'935 | 25'237 CHF | 26'055 CHF | 99.70% | 99.70% |
04.07.2024 | 4.14% | 0.38 CHF | 0.39 CHF | 44'000 | 44'000 | 32'354 | 32'354 | 11'863 CHF | 12'303 CHF | 94.01% | 94.01% |
03.07.2024 | 4.63% | 0.35 CHF | 0.36 CHF | 220'000 | 220'000 | 69'146 | 69'146 | 23'187 CHF | 23'997 CHF | 99.52% | 99.52% |
02.07.2024 | 3.91% | 0.35 CHF | 0.36 CHF | 215'000 | 215'000 | 69'112 | 69'112 | 25'378 CHF | 26'184 CHF | 100.00% | 100.00% |