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 | 2.21% | 0.46 CHF | 0.47 CHF | 80'395 | 75'000 | 80'129 | 75'000 | 35'870 CHF | 34'323 CHF | 99.70% | 99.70% |
12.07.2024 | 3.18% | 0.44 CHF | 0.46 CHF | 80'122 | 75'000 | 80'241 | 75'000 | 35'729 CHF | 34'471 CHF | 99.01% | 99.01% |
11.07.2024 | 2.75% | 0.45 CHF | 0.46 CHF | 80'083 | 75'000 | 81'036 | 75'000 | 38'436 CHF | 36'557 CHF | 99.09% | 99.09% |
10.07.2024 | 3.03% | 0.47 CHF | 0.48 CHF | 81'087 | 75'000 | 80'805 | 75'000 | 37'106 CHF | 35'500 CHF | 100.00% | 100.00% |
09.07.2024 | 3.14% | 0.45 CHF | 0.46 CHF | 80'406 | 75'000 | 79'456 | 75'000 | 32'095 CHF | 31'256 CHF | 100.00% | 100.00% |
08.07.2024 | 3.58% | 0.41 CHF | 0.42 CHF | 79'538 | 75'000 | 79'538 | 75'000 | 32'932 CHF | 32'181 CHF | 100.00% | 100.00% |
05.07.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 79'905 | 75'000 | 79'595 | 75'000 | 32'679 CHF | 31'535 CHF | 96.57% | 96.57% |
04.07.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 80'932 | 75'000 | 80'962 | 75'000 | 37'271 CHF | 35'322 CHF | 100.00% | 100.00% |
03.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 81'810 | 75'000 | 81'795 | 75'000 | 39'727 CHF | 37'170 CHF | 100.00% | 100.00% |