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 | 2.40% | 0.43 CHF | 0.44 CHF | 270'000 | 270'000 | 121'095 | 121'095 | 51'570 CHF | 52'787 CHF | 99.99% | 99.99% |
12.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 280'000 | 280'000 | 117'434 | 117'434 | 58'019 CHF | 59'199 CHF | 99.90% | 99.90% |
11.07.2024 | 2.50% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 135'245 | 135'245 | 56'063 CHF | 57'421 CHF | 99.99% | 99.99% |
10.07.2024 | 2.92% | 0.38 CHF | 0.39 CHF | 310'000 | 310'000 | 139'831 | 139'831 | 49'837 CHF | 51'242 CHF | 100.00% | 100.00% |
09.07.2024 | 3.28% | 0.35 CHF | 0.36 CHF | 340'000 | 340'000 | 153'677 | 153'677 | 48'111 CHF | 49'657 CHF | 100.00% | 100.00% |
08.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 330'000 | 330'000 | 149'234 | 149'234 | 43'125 CHF | 44'625 CHF | 99.99% | 99.99% |
05.07.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 320'000 | 320'000 | 142'244 | 142'244 | 45'232 CHF | 46'660 CHF | 99.63% | 99.63% |
04.07.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 130'000 | 130'000 | 103'415 | 103'415 | 35'383 CHF | 36'417 CHF | 100.00% | 100.00% |
03.07.2024 | 3.22% | 0.35 CHF | 0.36 CHF | 340'000 | 340'000 | 153'901 | 153'901 | 49'771 CHF | 51'317 CHF | 100.00% | 100.00% |
02.07.2024 | 3.86% | 0.28 CHF | 0.29 CHF | 370'000 | 370'000 | 168'030 | 168'030 | 44'241 CHF | 45'929 CHF | 100.00% | 100.00% |