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 | 2.40% | 0.39 CHF | 0.40 CHF | 235'000 | 235'000 | 102'733 | 102'733 | 41'392 CHF | 42'421 CHF | 100.00% | 100.00% |
12.07.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 225'000 | 225'000 | 98'467 | 98'467 | 46'873 CHF | 47'879 CHF | 100.00% | 100.00% |
11.07.2024 | 2.72% | 0.41 CHF | 0.42 CHF | 230'000 | 230'000 | 103'636 | 103'636 | 39'911 CHF | 40'950 CHF | 99.97% | 99.97% |
10.07.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 240'000 | 240'000 | 107'294 | 107'294 | 34'122 CHF | 35'197 CHF | 99.89% | 99.89% |
09.07.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 240'000 | 240'000 | 107'171 | 107'171 | 35'070 CHF | 36'144 CHF | 99.73% | 99.73% |
08.07.2024 | 2.77% | 0.33 CHF | 0.34 CHF | 240'000 | 240'000 | 105'601 | 105'601 | 37'700 CHF | 38'758 CHF | 99.33% | 99.33% |
05.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 240'000 | 240'000 | 106'445 | 106'445 | 35'306 CHF | 36'373 CHF | 100.00% | 100.00% |
04.07.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 96'000 | 96'000 | 76'921 | 76'921 | 25'061 CHF | 25'831 CHF | 99.65% | 99.65% |
03.07.2024 | 2.78% | 0.31 CHF | 0.32 CHF | 240'000 | 240'000 | 105'163 | 105'163 | 37'319 CHF | 38'372 CHF | 100.00% | 100.00% |
02.07.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 240'000 | 240'000 | 106'606 | 106'606 | 33'747 CHF | 34'817 CHF | 100.00% | 100.00% |