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 | 3.10% | 0.51 CHF | 0.52 CHF | 104'000 | 104'000 | 46'588 | 46'588 | 23'530 CHF | 24'135 CHF | 100.00% | 100.00% |
12.07.2024 | 3.35% | 0.55 CHF | 0.56 CHF | 106'000 | 106'000 | 45'598 | 45'598 | 22'257 CHF | 22'855 CHF | 99.76% | 99.83% |
11.07.2024 | 3.49% | 0.46 CHF | 0.47 CHF | 102'000 | 102'000 | 45'291 | 45'291 | 19'960 CHF | 20'547 CHF | 99.99% | 99.99% |
10.07.2024 | 3.59% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 44'729 | 44'729 | 18'821 CHF | 19'402 CHF | 100.00% | 100.00% |
09.07.2024 | 3.09% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 46'092 | 46'092 | 22'132 CHF | 22'732 CHF | 100.00% | 100.00% |
08.07.2024 | 2.90% | 0.50 CHF | 0.51 CHF | 104'000 | 104'000 | 46'618 | 46'618 | 24'217 CHF | 24'823 CHF | 100.00% | 100.00% |
05.07.2024 | 2.98% | 0.53 CHF | 0.54 CHF | 104'000 | 104'000 | 46'600 | 46'600 | 24'146 CHF | 24'751 CHF | 99.89% | 99.89% |
04.07.2024 | 2.98% | 0.48 CHF | 0.49 CHF | 41'000 | 41'000 | 33'119 | 33'119 | 16'647 CHF | 17'116 CHF | 100.00% | 100.00% |
03.07.2024 | 3.01% | 0.51 CHF | 0.52 CHF | 104'000 | 104'000 | 46'042 | 46'042 | 23'228 CHF | 23'827 CHF | 100.00% | 100.00% |
02.07.2024 | 2.69% | 0.54 CHF | 0.55 CHF | 104'000 | 104'000 | 46'843 | 46'843 | 26'243 CHF | 26'851 CHF | 100.00% | 100.00% |