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 | 1.77% | 0.61 CHF | 0.62 CHF | 156'000 | 156'000 | 71'158 | 71'158 | 41'333 CHF | 42'046 CHF | 100.00% | 100.00% |
12.07.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 158'000 | 158'000 | 71'270 | 71'270 | 40'862 CHF | 41'576 CHF | 100.00% | 100.00% |
11.07.2024 | 1.98% | 0.55 CHF | 0.56 CHF | 160'000 | 160'000 | 72'735 | 72'735 | 37'582 CHF | 38'311 CHF | 99.98% | 99.98% |
10.07.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 162'000 | 162'000 | 73'240 | 73'240 | 34'753 CHF | 35'487 CHF | 100.00% | 100.00% |
09.07.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 166'000 | 166'000 | 74'037 | 74'037 | 32'927 CHF | 33'669 CHF | 99.76% | 99.76% |
08.07.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 164'000 | 164'000 | 73'407 | 73'407 | 35'326 CHF | 36'063 CHF | 99.29% | 99.29% |
05.07.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 168'000 | 168'000 | 75'342 | 75'342 | 30'419 CHF | 31'174 CHF | 100.00% | 100.00% |
04.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 68'000 | 68'000 | 53'172 | 53'172 | 21'808 CHF | 22'340 CHF | 99.63% | 99.63% |
03.07.2024 | 2.08% | 0.43 CHF | 0.44 CHF | 166'000 | 166'000 | 73'506 | 73'506 | 34'757 CHF | 35'493 CHF | 100.00% | 100.00% |
02.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 162'000 | 162'000 | 72'786 | 72'786 | 35'851 CHF | 36'580 CHF | 99.99% | 99.99% |