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 | 2.42% | 0.63 CHF | 0.64 CHF | 230'000 | 230'000 | 73'858 | 73'858 | 46'912 CHF | 47'772 CHF | 98.89% | 98.89% |
12.07.2024 | 2.37% | 0.64 CHF | 0.65 CHF | 230'000 | 230'000 | 73'267 | 73'267 | 46'747 CHF | 47'603 CHF | 100.00% | 100.00% |
11.07.2024 | 2.79% | 0.58 CHF | 0.59 CHF | 225'000 | 225'000 | 70'473 | 70'473 | 39'921 CHF | 40'746 CHF | 99.99% | 99.99% |
10.07.2024 | 2.84% | 0.57 CHF | 0.58 CHF | 220'000 | 220'000 | 70'222 | 70'222 | 38'356 CHF | 39'176 CHF | 99.90% | 99.90% |
09.07.2024 | 2.86% | 0.50 CHF | 0.51 CHF | 215'000 | 215'000 | 69'294 | 69'294 | 35'604 CHF | 36'415 CHF | 99.98% | 99.98% |
08.07.2024 | 2.83% | 0.55 CHF | 0.56 CHF | 220'000 | 220'000 | 70'316 | 70'316 | 37'835 CHF | 38'656 CHF | 99.98% | 99.98% |
05.07.2024 | 2.88% | 0.53 CHF | 0.54 CHF | 220'000 | 220'000 | 69'936 | 69'936 | 37'636 CHF | 38'454 CHF | 99.70% | 99.70% |
04.07.2024 | 2.80% | 0.55 CHF | 0.56 CHF | 44'000 | 44'000 | 32'354 | 32'354 | 17'530 CHF | 17'970 CHF | 94.01% | 94.01% |
03.07.2024 | 3.03% | 0.53 CHF | 0.54 CHF | 220'000 | 220'000 | 69'149 | 69'149 | 35'459 CHF | 36'269 CHF | 99.52% | 99.52% |
02.07.2024 | 2.70% | 0.53 CHF | 0.54 CHF | 215'000 | 215'000 | 69'113 | 69'113 | 37'732 CHF | 38'538 CHF | 100.00% | 100.00% |