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 | 2.84% | 0.54 CHF | 0.55 CHF | 230'000 | 230'000 | 73'865 | 73'865 | 40'032 CHF | 40'893 CHF | 98.87% | 98.87% |
12.07.2024 | 2.78% | 0.54 CHF | 0.55 CHF | 230'000 | 230'000 | 73'266 | 73'266 | 39'820 CHF | 40'676 CHF | 100.00% | 100.00% |
11.07.2024 | 3.35% | 0.49 CHF | 0.50 CHF | 225'000 | 225'000 | 70'473 | 70'473 | 33'319 CHF | 34'144 CHF | 99.99% | 99.99% |
10.07.2024 | 3.44% | 0.48 CHF | 0.49 CHF | 220'000 | 220'000 | 70'223 | 70'223 | 31'736 CHF | 32'556 CHF | 99.90% | 99.90% |
09.07.2024 | 3.44% | 0.40 CHF | 0.41 CHF | 215'000 | 215'000 | 69'295 | 69'295 | 29'060 CHF | 29'871 CHF | 99.98% | 99.98% |
08.07.2024 | 3.40% | 0.46 CHF | 0.47 CHF | 220'000 | 220'000 | 70'329 | 70'329 | 31'233 CHF | 32'054 CHF | 99.98% | 99.98% |
05.07.2024 | 3.48% | 0.44 CHF | 0.45 CHF | 220'000 | 220'000 | 69'943 | 69'943 | 31'112 CHF | 31'929 CHF | 99.70% | 99.70% |
04.07.2024 | 3.37% | 0.46 CHF | 0.47 CHF | 44'000 | 44'000 | 32'354 | 32'354 | 14'528 CHF | 14'968 CHF | 94.02% | 94.02% |
03.07.2024 | 3.69% | 0.43 CHF | 0.44 CHF | 220'000 | 220'000 | 69'147 | 69'147 | 28'968 CHF | 29'778 CHF | 99.52% | 99.52% |
02.07.2024 | 3.22% | 0.43 CHF | 0.44 CHF | 215'000 | 215'000 | 69'112 | 69'112 | 31'178 CHF | 31'984 CHF | 100.00% | 100.00% |