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 | 3.15% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 53'527 | 53'527 | 17'284 CHF | 17'821 CHF | 100.00% | 100.00% |
12.07.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 53'513 | 53'513 | 17'210 CHF | 17'747 CHF | 100.00% | 100.00% |
11.07.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 110'000 | 110'000 | 51'574 | 51'574 | 20'291 CHF | 20'809 CHF | 99.98% | 99.98% |
10.07.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 110'000 | 110'000 | 51'396 | 51'396 | 19'902 CHF | 20'419 CHF | 100.00% | 100.00% |
09.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 110'000 | 110'000 | 51'417 | 51'417 | 19'085 CHF | 19'602 CHF | 100.00% | 100.00% |
08.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 53'485 | 53'485 | 17'891 CHF | 18'428 CHF | 100.00% | 100.00% |
05.07.2024 | 3.72% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 53'221 | 53'221 | 15'068 CHF | 15'606 CHF | 99.90% | 99.90% |
04.07.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 39'248 | 39'248 | 11'304 CHF | 11'698 CHF | 100.00% | 100.00% |
03.07.2024 | 3.15% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 53'523 | 53'523 | 16'927 CHF | 17'465 CHF | 100.00% | 100.00% |
02.07.2024 | 3.39% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 52'696 | 52'696 | 15'743 CHF | 16'273 CHF | 100.00% | 100.00% |