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 | 3.62% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 116'873 | 116'873 | 31'704 CHF | 32'873 CHF | 99.99% | 99.99% |
12.07.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 116'877 | 116'877 | 34'921 CHF | 36'089 CHF | 100.00% | 100.00% |
11.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 116'875 | 116'875 | 34'858 CHF | 36'027 CHF | 99.99% | 99.99% |
10.07.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 119'863 | 119'863 | 34'955 CHF | 36'154 CHF | 100.00% | 100.00% |
09.07.2024 | 3.28% | 0.28 CHF | 0.30 CHF | 120'000 | 120'000 | 116'585 | 116'585 | 35'171 CHF | 36'340 CHF | 100.00% | 100.00% |
08.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 116'659 | 116'659 | 35'919 CHF | 37'088 CHF | 99.99% | 99.99% |
05.07.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 116'867 | 116'867 | 37'956 CHF | 39'125 CHF | 99.82% | 99.82% |
04.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 116'857 | 116'857 | 36'329 CHF | 37'498 CHF | 99.50% | 99.50% |
03.07.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 130'000 | 130'000 | 126'590 | 126'590 | 37'400 CHF | 38'666 CHF | 99.36% | 99.36% |
02.07.2024 | 4.02% | 0.26 CHF | 0.27 CHF | 140'000 | 140'000 | 136'351 | 136'351 | 33'255 CHF | 34'619 CHF | 100.00% | 100.00% |