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 | 2.23% | 0.44 CHF | 0.45 CHF | 80'000 | 80'000 | 77'887 | 77'887 | 34'511 CHF | 35'290 CHF | 99.99% | 99.99% |
12.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 77'918 | 77'918 | 37'809 CHF | 38'588 CHF | 100.00% | 100.00% |
11.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 80'000 | 80'000 | 77'916 | 77'916 | 37'664 CHF | 38'443 CHF | 99.99% | 99.99% |
10.07.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 77'915 | 77'915 | 36'718 CHF | 37'498 CHF | 100.00% | 100.00% |
09.07.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 80'000 | 80'000 | 77'733 | 77'733 | 37'599 CHF | 38'378 CHF | 100.00% | 100.00% |
08.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 77'780 | 77'780 | 38'228 CHF | 39'007 CHF | 100.00% | 100.00% |
05.07.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 77'911 | 77'911 | 40'184 CHF | 40'964 CHF | 99.82% | 99.82% |
04.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 77'903 | 77'903 | 38'458 CHF | 39'237 CHF | 99.50% | 99.50% |
03.07.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 77'900 | 77'900 | 36'616 CHF | 37'395 CHF | 99.28% | 99.28% |
02.07.2024 | 2.55% | 0.42 CHF | 0.43 CHF | 90'000 | 90'000 | 87'654 | 87'654 | 33'963 CHF | 34'839 CHF | 100.00% | 100.00% |