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 | 2.18% | 0.86 CHF | 0.87 CHF | 150'000 | 150'000 | 67'325 | 67'325 | 56'415 CHF | 57'450 CHF | 99.15% | 99.15% |
12.07.2024 | 2.21% | 0.80 CHF | 0.81 CHF | 150'000 | 150'000 | 66'874 | 66'874 | 54'389 CHF | 55'422 CHF | 98.51% | 98.51% |
11.07.2024 | 2.11% | 0.82 CHF | 0.83 CHF | 150'000 | 150'000 | 67'025 | 67'025 | 56'502 CHF | 57'534 CHF | 97.47% | 97.47% |
10.07.2024 | 2.12% | 0.88 CHF | 0.89 CHF | 150'000 | 150'000 | 65'932 | 65'932 | 56'719 CHF | 57'747 CHF | 97.01% | 97.01% |
09.07.2024 | 2.20% | 0.81 CHF | 0.82 CHF | 150'000 | 150'000 | 67'710 | 67'710 | 55'119 CHF | 56'159 CHF | 93.60% | 93.60% |
08.07.2024 | 2.46% | 0.82 CHF | 0.83 CHF | 160'000 | 160'000 | 66'178 | 66'178 | 49'934 CHF | 50'962 CHF | 98.06% | 98.06% |
05.07.2024 | 2.44% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 66'883 | 66'883 | 49'333 CHF | 50'365 CHF | 94.99% | 94.99% |
04.07.2024 | 2.67% | 0.73 CHF | 0.75 CHF | 60'000 | 60'000 | 49'275 | 49'275 | 36'443 CHF | 37'428 CHF | 98.77% | 98.77% |
03.07.2024 | 2.49% | 0.75 CHF | 0.76 CHF | 150'000 | 150'000 | 66'621 | 66'621 | 48'739 CHF | 49'769 CHF | 96.98% | 96.98% |
02.07.2024 | 2.54% | 0.72 CHF | 0.73 CHF | 160'000 | 160'000 | 71'089 | 71'089 | 51'064 CHF | 52'163 CHF | 98.01% | 98.01% |