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 | 2.56% | 0.95 CHF | 0.96 CHF | 155'000 | 155'000 | 69'455 | 69'455 | 63'901 CHF | 65'160 CHF | 99.99% | 99.99% |
12.07.2024 | 2.58% | 0.94 CHF | 0.95 CHF | 155'000 | 155'000 | 68'428 | 68'428 | 61'923 CHF | 63'159 CHF | 99.98% | 99.98% |
11.07.2024 | 2.62% | 0.85 CHF | 0.86 CHF | 150'000 | 150'000 | 67'373 | 67'373 | 59'112 CHF | 60'336 CHF | 99.84% | 99.84% |
10.07.2024 | 2.60% | 0.89 CHF | 0.90 CHF | 150'000 | 150'000 | 67'390 | 67'390 | 59'898 CHF | 61'122 CHF | 100.00% | 100.00% |
09.07.2024 | 3.59% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 67'452 | 67'452 | 57'389 CHF | 58'947 CHF | 99.73% | 99.73% |
08.07.2024 | 3.09% | 0.77 CHF | 0.78 CHF | 145'000 | 145'000 | 66'580 | 66'580 | 53'861 CHF | 55'236 CHF | 99.92% | 99.92% |
05.07.2024 | 2.65% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 67'200 | 67'200 | 59'120 CHF | 60'343 CHF | 99.70% | 99.70% |
04.07.2024 | 3.28% | 0.87 CHF | 0.89 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 41'914 CHF | 43'217 CHF | 99.95% | 99.95% |
03.07.2024 | 3.59% | 0.88 CHF | 0.89 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 58'527 CHF | 60'097 CHF | 100.00% | 100.00% |
02.07.2024 | 3.61% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 66'988 | 66'988 | 56'141 CHF | 57'707 CHF | 100.00% | 100.00% |