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 | 2.08% | 0.53 CHF | 0.54 CHF | 156'000 | 156'000 | 71'157 | 71'157 | 35'165 CHF | 35'878 CHF | 100.00% | 100.00% |
12.07.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 158'000 | 158'000 | 71'270 | 71'270 | 34'584 CHF | 35'298 CHF | 100.00% | 100.00% |
11.07.2024 | 2.38% | 0.46 CHF | 0.47 CHF | 160'000 | 160'000 | 72'752 | 72'752 | 31'197 CHF | 31'927 CHF | 100.00% | 100.00% |
10.07.2024 | 2.65% | 0.40 CHF | 0.41 CHF | 162'000 | 162'000 | 73'239 | 73'239 | 28'273 CHF | 29'007 CHF | 100.00% | 100.00% |
09.07.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 166'000 | 166'000 | 74'049 | 74'049 | 26'372 CHF | 27'114 CHF | 99.73% | 99.73% |
08.07.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 164'000 | 164'000 | 73'399 | 73'399 | 28'840 CHF | 29'577 CHF | 99.32% | 99.32% |
05.07.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 168'000 | 168'000 | 75'335 | 75'335 | 23'704 CHF | 24'458 CHF | 99.99% | 99.99% |
04.07.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 68'000 | 68'000 | 53'176 | 53'176 | 17'059 CHF | 17'591 CHF | 99.59% | 99.59% |
03.07.2024 | 2.53% | 0.34 CHF | 0.35 CHF | 166'000 | 166'000 | 73'506 | 73'506 | 28'289 CHF | 29'025 CHF | 100.00% | 100.00% |
02.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 162'000 | 162'000 | 72'793 | 72'793 | 29'436 CHF | 30'166 CHF | 100.00% | 100.00% |