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 | 2.12% | 0.74 CHF | 0.75 CHF | 310'000 | 310'000 | 138'919 | 138'919 | 101'442 CHF | 103'248 CHF | 100.00% | 100.00% |
12.07.2024 | 2.14% | 0.74 CHF | 0.75 CHF | 310'000 | 310'000 | 136'402 | 136'402 | 98'449 CHF | 100'217 CHF | 99.98% | 99.98% |
11.07.2024 | 2.16% | 0.69 CHF | 0.70 CHF | 300'000 | 300'000 | 134'225 | 134'225 | 95'043 CHF | 96'786 CHF | 99.85% | 99.85% |
10.07.2024 | 2.15% | 0.72 CHF | 0.73 CHF | 300'000 | 300'000 | 134'288 | 134'288 | 95'900 CHF | 97'644 CHF | 100.00% | 100.00% |
09.07.2024 | 2.52% | 0.70 CHF | 0.71 CHF | 300'000 | 300'000 | 134'374 | 134'374 | 93'579 CHF | 95'588 CHF | 99.73% | 99.73% |
08.07.2024 | 2.58% | 0.65 CHF | 0.66 CHF | 290'000 | 290'000 | 132'321 | 132'321 | 89'282 CHF | 91'297 CHF | 99.73% | 99.73% |
05.07.2024 | 2.17% | 0.70 CHF | 0.71 CHF | 300'000 | 300'000 | 133'867 | 133'867 | 95'054 CHF | 96'795 CHF | 99.70% | 99.70% |
04.07.2024 | 2.15% | 0.71 CHF | 0.72 CHF | 120'000 | 120'000 | 96'102 | 96'102 | 67'685 CHF | 69'045 CHF | 99.91% | 99.91% |
03.07.2024 | 2.53% | 0.71 CHF | 0.72 CHF | 300'000 | 300'000 | 134'134 | 134'134 | 94'909 CHF | 96'941 CHF | 99.96% | 99.96% |
02.07.2024 | 2.55% | 0.69 CHF | 0.70 CHF | 300'000 | 300'000 | 133'443 | 133'443 | 92'365 CHF | 94'389 CHF | 100.00% | 100.00% |