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 | 3.04% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 88'611 | 88'611 | 28'854 CHF | 29'740 CHF | 98.85% | 100.00% |
12.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 79'000 | 79'000 | 79'913 | 79'913 | 55'677 CHF | 56'477 CHF | 100.00% | 100.00% |
11.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80'000 | 80'000 | 80'554 | 80'554 | 53'576 CHF | 54'382 CHF | 99.82% | 99.82% |
10.07.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 81'000 | 81'000 | 81'488 | 81'488 | 50'296 CHF | 51'111 CHF | 100.00% | 100.00% |
09.07.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 82'000 | 82'000 | 80'713 | 80'713 | 52'516 CHF | 53'324 CHF | 99.77% | 99.77% |
08.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 81'000 | 81'000 | 80'314 | 80'314 | 54'083 CHF | 54'886 CHF | 100.00% | 100.00% |
05.07.2024 | 1.37% | 0.67 CHF | 0.68 CHF | 81'000 | 81'000 | 79'284 | 79'284 | 57'746 CHF | 58'538 CHF | 99.80% | 99.80% |
04.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80'000 | 80'000 | 80'003 | 80'003 | 55'281 CHF | 56'081 CHF | 100.00% | 100.00% |
03.07.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 80'000 | 80'000 | 80'609 | 80'609 | 53'492 CHF | 54'298 CHF | 100.00% | 100.00% |
02.07.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 81'000 | 81'000 | 81'720 | 81'720 | 50'155 CHF | 50'972 CHF | 100.00% | 100.00% |