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 | 2.76% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 151'315 | 151'315 | 53'995 CHF | 55'508 CHF | 99.04% | 99.04% |
12.07.2024 | 2.12% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'354 CHF | 59'604 CHF | 98.79% | 98.79% |
11.07.2024 | 2.54% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 145'038 | 145'038 | 56'282 CHF | 57'732 CHF | 98.44% | 98.44% |
10.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'014 CHF | 57'264 CHF | 95.09% | 95.09% |
09.07.2024 | 2.26% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'717 CHF | 55'967 CHF | 98.58% | 98.58% |
08.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'529 | 125'529 | 53'120 CHF | 54'375 CHF | 98.55% | 98.55% |
05.07.2024 | 1.76% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 103'016 | 103'016 | 58'149 CHF | 59'179 CHF | 99.18% | 99.18% |
04.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'368 CHF | 59'368 CHF | 99.17% | 99.17% |
03.07.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'284 CHF | 59'284 CHF | 98.36% | 98.36% |
02.07.2024 | 1.64% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'554 CHF | 61'554 CHF | 98.83% | 98.83% |