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% | 0.78 CHF | 0.79 CHF | 230'000 | 230'000 | 73'865 | 73'865 | 57'843 CHF | 58'704 CHF | 98.86% | 98.86% |
12.07.2024 | 1.94% | 0.78 CHF | 0.79 CHF | 230'000 | 230'000 | 73'263 | 73'263 | 57'501 CHF | 58'357 CHF | 100.00% | 100.00% |
11.07.2024 | 2.22% | 0.73 CHF | 0.74 CHF | 225'000 | 225'000 | 70'460 | 70'460 | 50'298 CHF | 51'123 CHF | 99.99% | 99.99% |
10.07.2024 | 2.23% | 0.72 CHF | 0.73 CHF | 220'000 | 220'000 | 70'221 | 70'221 | 48'830 CHF | 49'650 CHF | 99.90% | 99.90% |
09.07.2024 | 2.24% | 0.64 CHF | 0.65 CHF | 215'000 | 215'000 | 69'253 | 69'253 | 45'879 CHF | 46'690 CHF | 99.98% | 99.98% |
08.07.2024 | 2.23% | 0.70 CHF | 0.71 CHF | 220'000 | 220'000 | 70'315 | 70'315 | 48'280 CHF | 49'101 CHF | 99.98% | 99.98% |
05.07.2024 | 2.25% | 0.68 CHF | 0.69 CHF | 220'000 | 220'000 | 69'947 | 69'947 | 48'088 CHF | 48'906 CHF | 99.71% | 99.71% |
04.07.2024 | 2.20% | 0.70 CHF | 0.71 CHF | 44'000 | 44'000 | 32'354 | 32'354 | 22'368 CHF | 22'808 CHF | 94.02% | 94.02% |
03.07.2024 | 2.34% | 0.68 CHF | 0.69 CHF | 220'000 | 220'000 | 69'146 | 69'146 | 45'786 CHF | 46'596 CHF | 99.52% | 99.52% |
02.07.2024 | 2.14% | 0.68 CHF | 0.69 CHF | 215'000 | 215'000 | 69'108 | 69'108 | 48'076 CHF | 48'882 CHF | 100.00% | 100.00% |