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 | 2.72% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 53'530 | 53'530 | 19'999 CHF | 20'536 CHF | 99.99% | 99.99% |
12.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 120'000 | 120'000 | 53'522 | 53'522 | 20'130 CHF | 20'668 CHF | 100.00% | 100.00% |
11.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 110'000 | 110'000 | 51'578 | 51'578 | 22'089 CHF | 22'608 CHF | 99.99% | 99.99% |
10.07.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 110'000 | 110'000 | 51'395 | 51'395 | 21'819 CHF | 22'336 CHF | 100.00% | 100.00% |
09.07.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 110'000 | 110'000 | 51'403 | 51'403 | 21'211 CHF | 21'728 CHF | 100.00% | 100.00% |
08.07.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 53'482 | 53'482 | 20'477 CHF | 21'015 CHF | 100.00% | 100.00% |
05.07.2024 | 3.11% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 53'221 | 53'221 | 18'150 CHF | 18'688 CHF | 99.89% | 99.89% |
04.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 39'247 | 39'247 | 13'369 CHF | 13'763 CHF | 100.00% | 100.00% |
03.07.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 53'523 | 53'523 | 20'026 CHF | 20'563 CHF | 100.00% | 100.00% |
02.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 52'696 | 52'696 | 19'015 CHF | 19'544 CHF | 100.00% | 100.00% |