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 | 2.49% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 88'821 | 88'821 | 36'311 CHF | 37'201 CHF | 100.00% | 100.00% |
12.07.2024 | 2.60% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 33'954 CHF | 34'831 CHF | 100.00% | 100.00% |
11.07.2024 | 2.21% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 88'670 | 88'670 | 39'704 CHF | 40'593 CHF | 100.00% | 100.00% |
10.07.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 205'000 | 205'000 | 91'698 | 91'698 | 43'690 CHF | 44'611 CHF | 99.89% | 99.89% |
09.07.2024 | 2.55% | 0.49 CHF | 0.50 CHF | 210'000 | 210'000 | 89'155 | 89'155 | 43'438 CHF | 44'370 CHF | 99.66% | 99.66% |
08.07.2024 | 2.25% | 0.49 CHF | 0.50 CHF | 210'000 | 210'000 | 91'233 | 91'233 | 43'963 CHF | 44'904 CHF | 99.32% | 99.32% |
05.07.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 210'000 | 210'000 | 93'269 | 93'269 | 45'176 CHF | 46'112 CHF | 99.89% | 99.89% |
04.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 82'000 | 82'000 | 66'092 | 66'092 | 31'727 CHF | 32'388 CHF | 99.66% | 99.66% |
03.07.2024 | 2.27% | 0.50 CHF | 0.51 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 43'225 CHF | 44'163 CHF | 100.00% | 100.00% |
02.07.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 210'000 | 210'000 | 93'643 | 93'643 | 48'343 CHF | 49'288 CHF | 100.00% | 100.00% |