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 | 2.52% | 0.39 CHF | 0.40 CHF | 90'000 | 90'000 | 87'655 | 87'655 | 34'422 CHF | 35'298 CHF | 99.99% | 99.99% |
12.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 90'000 | 90'000 | 87'658 | 87'658 | 36'559 CHF | 37'436 CHF | 100.00% | 100.00% |
11.07.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 90'000 | 90'000 | 87'656 | 87'656 | 37'661 CHF | 38'538 CHF | 100.00% | 100.00% |
10.07.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 90'000 | 90'000 | 87'655 | 87'655 | 34'044 CHF | 34'921 CHF | 100.00% | 100.00% |
09.07.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 90'000 | 90'000 | 87'443 | 87'443 | 36'027 CHF | 36'904 CHF | 100.00% | 100.00% |
08.07.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 90'000 | 90'000 | 87'496 | 87'496 | 34'691 CHF | 35'568 CHF | 100.00% | 100.00% |
05.07.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 80'000 | 80'000 | 77'911 | 77'911 | 35'350 CHF | 36'129 CHF | 99.82% | 99.82% |
04.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 80'000 | 80'000 | 77'905 | 77'905 | 39'277 CHF | 40'056 CHF | 99.50% | 99.50% |
03.07.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 90'000 | 90'000 | 89'502 | 89'502 | 41'427 CHF | 42'322 CHF | 99.36% | 99.36% |
02.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 90'000 | 90'000 | 87'655 | 87'655 | 33'777 CHF | 34'654 CHF | 100.00% | 100.00% |