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 | 2.84% | 0.86 CHF | 0.87 CHF | 155'000 | 155'000 | 69'453 | 69'453 | 57'642 CHF | 58'901 CHF | 99.99% | 99.99% |
12.07.2024 | 2.87% | 0.85 CHF | 0.86 CHF | 155'000 | 155'000 | 68'428 | 68'428 | 55'738 CHF | 56'974 CHF | 99.98% | 99.98% |
11.07.2024 | 2.91% | 0.76 CHF | 0.77 CHF | 150'000 | 150'000 | 67'379 | 67'379 | 53'035 CHF | 54'258 CHF | 99.82% | 99.82% |
10.07.2024 | 2.89% | 0.80 CHF | 0.81 CHF | 150'000 | 150'000 | 67'409 | 67'409 | 53'828 CHF | 55'052 CHF | 100.00% | 100.00% |
09.07.2024 | 4.02% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 67'451 | 67'451 | 51'286 CHF | 52'844 CHF | 99.73% | 99.73% |
08.07.2024 | 3.46% | 0.68 CHF | 0.69 CHF | 145'000 | 145'000 | 66'583 | 66'583 | 47'848 CHF | 49'223 CHF | 99.92% | 99.92% |
05.07.2024 | 2.95% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 67'203 | 67'203 | 53'042 CHF | 54'265 CHF | 99.70% | 99.70% |
04.07.2024 | 3.66% | 0.78 CHF | 0.80 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 37'529 CHF | 38'833 CHF | 99.95% | 99.95% |
03.07.2024 | 4.01% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 67'364 | 67'364 | 52'407 CHF | 53'977 CHF | 100.00% | 100.00% |
02.07.2024 | 4.04% | 0.75 CHF | 0.76 CHF | 150'000 | 150'000 | 66'986 | 66'986 | 49'997 CHF | 51'563 CHF | 100.00% | 100.00% |