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 | 4.38% | 0.24 CHF | 0.25 CHF | 120'000 | 120'000 | 53'530 | 53'530 | 12'370 CHF | 12'908 CHF | 99.99% | 99.99% |
12.07.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 53'491 | 53'491 | 12'418 CHF | 12'956 CHF | 100.00% | 100.00% |
11.07.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 110'000 | 110'000 | 51'593 | 51'593 | 14'340 CHF | 14'858 CHF | 100.00% | 100.00% |
10.07.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 110'000 | 110'000 | 51'395 | 51'395 | 13'941 CHF | 14'457 CHF | 100.00% | 100.00% |
09.07.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 51'415 | 51'415 | 13'512 CHF | 14'029 CHF | 100.00% | 100.00% |
08.07.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 53'486 | 53'486 | 12'695 CHF | 13'233 CHF | 100.00% | 100.00% |
05.07.2024 | 4.92% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 53'221 | 53'221 | 11'246 CHF | 11'784 CHF | 99.89% | 99.89% |
04.07.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 39'248 | 39'248 | 8'499 CHF | 8'892 CHF | 100.00% | 100.00% |
03.07.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 53'524 | 53'524 | 12'361 CHF | 12'899 CHF | 100.00% | 100.00% |
02.07.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 52'691 | 52'691 | 11'602 CHF | 12'131 CHF | 99.99% | 99.99% |