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 | 3.61% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 112'283 | 112'283 | 30'562 CHF | 31'685 CHF | 100.00% | 100.00% |
12.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 110'000 | 110'000 | 107'260 | 107'260 | 31'470 CHF | 32'543 CHF | 100.00% | 100.00% |
11.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 116'874 | 116'874 | 35'028 CHF | 36'196 CHF | 99.98% | 99.98% |
10.07.2024 | 3.69% | 0.28 CHF | 0.28 CHF | 120'000 | 120'000 | 116'873 | 116'873 | 31'123 CHF | 32'291 CHF | 100.00% | 100.00% |
09.07.2024 | 3.47% | 0.28 CHF | 0.28 CHF | 120'000 | 120'000 | 116'604 | 116'604 | 33'237 CHF | 34'405 CHF | 100.00% | 100.00% |
08.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 116'672 | 116'672 | 31'716 CHF | 32'885 CHF | 100.00% | 100.00% |
05.07.2024 | 3.13% | 0.30 CHF | 0.31 CHF | 110'000 | 110'000 | 107'128 | 107'128 | 33'753 CHF | 34'824 CHF | 99.82% | 99.82% |
04.07.2024 | 2.85% | 0.36 CHF | 0.38 CHF | 55'000 | 55'000 | 106'181 | 106'181 | 37'376 CHF | 38'447 CHF | 99.50% | 99.50% |
03.07.2024 | 3.10% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 116'018 | 116'018 | 37'413 CHF | 38'581 CHF | 99.36% | 99.36% |
02.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 120'000 | 120'000 | 116'872 | 116'872 | 30'595 CHF | 31'764 CHF | 99.99% | 99.99% |