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 | 1.97% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 88'809 | 88'809 | 46'038 CHF | 46'928 CHF | 99.99% | 99.99% |
12.07.2024 | 2.04% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 86'692 | 86'692 | 43'363 CHF | 44'240 CHF | 100.00% | 100.00% |
11.07.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 88'669 | 88'669 | 49'366 CHF | 50'255 CHF | 100.00% | 100.00% |
10.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 205'000 | 205'000 | 91'700 | 91'700 | 53'777 CHF | 54'698 CHF | 99.90% | 99.90% |
09.07.2024 | 2.08% | 0.60 CHF | 0.61 CHF | 210'000 | 210'000 | 89'106 | 89'106 | 53'215 CHF | 54'147 CHF | 99.74% | 99.74% |
08.07.2024 | 1.83% | 0.60 CHF | 0.61 CHF | 210'000 | 210'000 | 91'246 | 91'246 | 53'979 CHF | 54'920 CHF | 99.28% | 99.28% |
05.07.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 210'000 | 210'000 | 93'271 | 93'271 | 55'447 CHF | 56'382 CHF | 99.90% | 99.90% |
04.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 82'000 | 82'000 | 66'098 | 66'098 | 39'016 CHF | 39'677 CHF | 99.61% | 99.61% |
03.07.2024 | 1.87% | 0.61 CHF | 0.62 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 52'849 CHF | 53'787 CHF | 100.00% | 100.00% |
02.07.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 210'000 | 210'000 | 93'643 | 93'643 | 58'735 CHF | 59'679 CHF | 100.00% | 100.00% |