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 | 3.06% | 0.30 CHF | 0.31 CHF | 235'000 | 235'000 | 102'731 | 102'731 | 32'074 CHF | 33'103 CHF | 100.00% | 100.00% |
12.07.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 225'000 | 225'000 | 98'471 | 98'471 | 37'877 CHF | 38'883 CHF | 100.00% | 100.00% |
11.07.2024 | 3.60% | 0.32 CHF | 0.33 CHF | 230'000 | 230'000 | 103'655 | 103'655 | 30'472 CHF | 31'511 CHF | 99.99% | 99.99% |
10.07.2024 | 5.45% | 0.23 CHF | 0.24 CHF | 240'000 | 240'000 | 107'295 | 107'295 | 24'317 CHF | 25'552 CHF | 99.90% | 99.90% |
09.07.2024 | 4.92% | 0.22 CHF | 0.23 CHF | 240'000 | 240'000 | 107'172 | 107'172 | 25'218 CHF | 26'394 CHF | 99.73% | 99.73% |
08.07.2024 | 3.68% | 0.24 CHF | 0.25 CHF | 240'000 | 240'000 | 105'615 | 105'615 | 28'046 CHF | 29'105 CHF | 99.29% | 99.29% |
05.07.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 240'000 | 240'000 | 106'433 | 106'433 | 25'612 CHF | 26'678 CHF | 99.99% | 99.99% |
04.07.2024 | 5.25% | 0.24 CHF | 0.25 CHF | 96'000 | 96'000 | 76'924 | 76'924 | 18'060 CHF | 18'987 CHF | 99.63% | 99.63% |
03.07.2024 | 3.71% | 0.22 CHF | 0.23 CHF | 240'000 | 240'000 | 105'165 | 105'165 | 27'696 CHF | 28'750 CHF | 100.00% | 100.00% |
02.07.2024 | 5.54% | 0.21 CHF | 0.22 CHF | 240'000 | 240'000 | 106'606 | 106'606 | 23'979 CHF | 25'208 CHF | 100.00% | 100.00% |