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 | 2.41% | 0.63 CHF | 0.64 CHF | 230'000 | 230'000 | 73'867 | 73'867 | 47'264 CHF | 48'125 CHF | 98.87% | 98.87% |
12.07.2024 | 2.36% | 0.64 CHF | 0.65 CHF | 230'000 | 230'000 | 73'267 | 73'267 | 47'035 CHF | 47'891 CHF | 100.00% | 100.00% |
11.07.2024 | 2.77% | 0.59 CHF | 0.60 CHF | 225'000 | 225'000 | 70'473 | 70'473 | 40'277 CHF | 41'102 CHF | 99.99% | 99.99% |
10.07.2024 | 2.82% | 0.58 CHF | 0.59 CHF | 220'000 | 220'000 | 70'223 | 70'223 | 38'697 CHF | 39'517 CHF | 99.90% | 99.90% |
09.07.2024 | 2.82% | 0.50 CHF | 0.51 CHF | 215'000 | 215'000 | 69'255 | 69'255 | 35'928 CHF | 36'738 CHF | 99.98% | 99.98% |
08.07.2024 | 2.79% | 0.55 CHF | 0.56 CHF | 220'000 | 220'000 | 70'318 | 70'318 | 38'209 CHF | 39'030 CHF | 99.98% | 99.98% |
05.07.2024 | 2.85% | 0.54 CHF | 0.55 CHF | 220'000 | 220'000 | 69'951 | 69'951 | 38'041 CHF | 38'859 CHF | 99.71% | 99.71% |
04.07.2024 | 2.76% | 0.56 CHF | 0.57 CHF | 44'000 | 44'000 | 32'355 | 32'355 | 17'761 CHF | 18'201 CHF | 94.02% | 94.02% |
03.07.2024 | 2.98% | 0.53 CHF | 0.54 CHF | 220'000 | 220'000 | 69'146 | 69'146 | 35'876 CHF | 36'686 CHF | 99.52% | 99.52% |
02.07.2024 | 2.67% | 0.53 CHF | 0.54 CHF | 215'000 | 215'000 | 69'113 | 69'113 | 38'076 CHF | 38'882 CHF | 100.00% | 100.00% |