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 | 7.24% | 0.23 CHF | 0.24 CHF | 230'000 | 230'000 | 73'893 | 73'893 | 16'288 CHF | 17'205 CHF | 98.82% | 98.82% |
12.07.2024 | 7.59% | 0.22 CHF | 0.23 CHF | 230'000 | 230'000 | 73'267 | 73'267 | 16'117 CHF | 17'028 CHF | 100.00% | 100.00% |
11.07.2024 | 5.13% | 0.27 CHF | 0.28 CHF | 225'000 | 225'000 | 70'440 | 70'440 | 20'578 CHF | 21'403 CHF | 99.97% | 99.97% |
10.07.2024 | 4.68% | 0.29 CHF | 0.30 CHF | 220'000 | 220'000 | 70'222 | 70'222 | 22'174 CHF | 22'994 CHF | 99.90% | 99.90% |
09.07.2024 | 4.65% | 0.37 CHF | 0.38 CHF | 215'000 | 215'000 | 69'253 | 69'253 | 24'184 CHF | 24'994 CHF | 99.98% | 99.98% |
08.07.2024 | 4.71% | 0.31 CHF | 0.32 CHF | 220'000 | 220'000 | 70'328 | 70'328 | 22'734 CHF | 23'555 CHF | 99.98% | 99.98% |
05.07.2024 | 4.54% | 0.33 CHF | 0.34 CHF | 220'000 | 220'000 | 69'952 | 69'952 | 22'814 CHF | 23'631 CHF | 99.71% | 99.71% |
04.07.2024 | 4.55% | 0.31 CHF | 0.32 CHF | 44'000 | 44'000 | 32'355 | 32'355 | 10'453 CHF | 10'893 CHF | 94.02% | 94.02% |
03.07.2024 | 4.17% | 0.34 CHF | 0.35 CHF | 220'000 | 220'000 | 69'147 | 69'147 | 24'626 CHF | 25'436 CHF | 99.52% | 99.52% |
02.07.2024 | 4.97% | 0.34 CHF | 0.35 CHF | 215'000 | 215'000 | 69'110 | 69'110 | 22'495 CHF | 23'301 CHF | 100.00% | 100.00% |