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 | 3.81% | 0.40 CHF | 0.41 CHF | 230'000 | 230'000 | 73'894 | 73'894 | 29'079 CHF | 29'940 CHF | 98.81% | 98.81% |
12.07.2024 | 3.94% | 0.39 CHF | 0.40 CHF | 230'000 | 230'000 | 73'268 | 73'268 | 28'800 CHF | 29'656 CHF | 100.00% | 100.00% |
11.07.2024 | 3.30% | 0.45 CHF | 0.46 CHF | 225'000 | 225'000 | 70'468 | 70'468 | 32'747 CHF | 33'571 CHF | 99.99% | 99.99% |
10.07.2024 | 3.07% | 0.46 CHF | 0.47 CHF | 220'000 | 220'000 | 70'222 | 70'222 | 34'456 CHF | 35'276 CHF | 99.90% | 99.90% |
09.07.2024 | 3.06% | 0.54 CHF | 0.55 CHF | 215'000 | 215'000 | 69'295 | 69'295 | 36'212 CHF | 37'023 CHF | 99.98% | 99.98% |
08.07.2024 | 3.10% | 0.49 CHF | 0.50 CHF | 220'000 | 220'000 | 70'315 | 70'315 | 34'895 CHF | 35'716 CHF | 99.98% | 99.98% |
05.07.2024 | 3.01% | 0.50 CHF | 0.51 CHF | 220'000 | 220'000 | 69'939 | 69'939 | 34'984 CHF | 35'802 CHF | 99.70% | 99.70% |
04.07.2024 | 2.99% | 0.49 CHF | 0.50 CHF | 44'000 | 44'000 | 32'353 | 32'353 | 16'122 CHF | 16'562 CHF | 94.01% | 94.01% |
03.07.2024 | 2.85% | 0.51 CHF | 0.52 CHF | 220'000 | 220'000 | 69'146 | 69'146 | 36'585 CHF | 37'395 CHF | 99.52% | 99.52% |
02.07.2024 | 3.19% | 0.52 CHF | 0.53 CHF | 215'000 | 215'000 | 69'098 | 69'098 | 34'576 CHF | 35'381 CHF | 99.99% | 99.99% |