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 | 3.11% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 99'182 | 99'182 | 33'152 CHF | 34'148 CHF | 98.97% | 98.97% |
12.07.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 104'661 | 104'661 | 38'417 CHF | 39'468 CHF | 100.00% | 100.00% |
11.07.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 260'000 | 260'000 | 100'384 | 100'384 | 37'809 CHF | 38'822 CHF | 99.83% | 99.83% |
10.07.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 103'476 | 103'476 | 39'943 CHF | 40'985 CHF | 99.92% | 99.92% |
09.07.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 98'239 | 98'239 | 35'490 CHF | 36'478 CHF | 99.63% | 99.63% |
08.07.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 104'799 | 104'799 | 41'698 CHF | 42'752 CHF | 99.93% | 99.93% |
05.07.2024 | 2.35% | 0.45 CHF | 0.46 CHF | 270'000 | 270'000 | 108'133 | 108'133 | 46'814 CHF | 47'899 CHF | 99.70% | 99.70% |
04.07.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 80'000 | 80'000 | 69'281 | 69'281 | 30'184 CHF | 30'877 CHF | 98.70% | 98.70% |
03.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 270'000 | 270'000 | 109'195 | 109'195 | 49'759 CHF | 50'856 CHF | 98.78% | 98.78% |
02.07.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 270'000 | 270'000 | 108'293 | 108'293 | 52'824 CHF | 53'912 CHF | 100.00% | 100.00% |