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 | 1.76% | 0.87 CHF | 0.88 CHF | 230'000 | 230'000 | 73'865 | 73'865 | 64'489 CHF | 65'350 CHF | 98.87% | 98.87% |
12.07.2024 | 1.74% | 0.87 CHF | 0.88 CHF | 230'000 | 230'000 | 73'267 | 73'267 | 64'105 CHF | 64'961 CHF | 100.00% | 100.00% |
11.07.2024 | 1.97% | 0.82 CHF | 0.83 CHF | 225'000 | 225'000 | 70'460 | 70'460 | 56'640 CHF | 57'465 CHF | 99.99% | 99.99% |
10.07.2024 | 1.98% | 0.81 CHF | 0.82 CHF | 220'000 | 220'000 | 70'222 | 70'222 | 55'162 CHF | 55'982 CHF | 99.90% | 99.90% |
09.07.2024 | 1.98% | 0.74 CHF | 0.75 CHF | 215'000 | 215'000 | 69'252 | 69'252 | 52'135 CHF | 52'945 CHF | 99.98% | 99.98% |
08.07.2024 | 1.97% | 0.79 CHF | 0.80 CHF | 220'000 | 220'000 | 70'315 | 70'315 | 54'618 CHF | 55'439 CHF | 99.98% | 99.98% |
05.07.2024 | 1.99% | 0.77 CHF | 0.78 CHF | 220'000 | 220'000 | 69'950 | 69'950 | 54'393 CHF | 55'211 CHF | 99.71% | 99.71% |
04.07.2024 | 1.95% | 0.79 CHF | 0.80 CHF | 44'000 | 44'000 | 32'354 | 32'354 | 25'285 CHF | 25'725 CHF | 94.02% | 94.02% |
03.07.2024 | 2.06% | 0.77 CHF | 0.78 CHF | 220'000 | 220'000 | 69'146 | 69'146 | 52'049 CHF | 52'859 CHF | 99.52% | 99.52% |
02.07.2024 | 1.90% | 0.77 CHF | 0.78 CHF | 215'000 | 215'000 | 69'111 | 69'111 | 54'331 CHF | 55'137 CHF | 100.00% | 100.00% |