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 | 5.02% | 0.50 CHF | 0.52 CHF | 35'000 | 35'000 | 34'980 | 34'980 | 13'744 CHF | 14'444 CHF | 100.00% | 100.00% |
12.07.2024 | 4.88% | 0.36 CHF | 0.38 CHF | 35'000 | 35'000 | 44'295 | 44'295 | 17'861 CHF | 18'747 CHF | 100.00% | 100.00% |
11.07.2024 | 5.03% | 0.39 CHF | 0.41 CHF | 46'000 | 46'000 | 45'975 | 45'975 | 17'872 CHF | 18'792 CHF | 99.99% | 99.99% |
10.07.2024 | 4.37% | 0.43 CHF | 0.45 CHF | 46'000 | 46'000 | 46'382 | 46'382 | 20'871 CHF | 21'798 CHF | 100.00% | 100.00% |
09.07.2024 | 5.19% | 0.38 CHF | 0.40 CHF | 46'000 | 46'000 | 46'319 | 46'319 | 17'285 CHF | 18'196 CHF | 100.00% | 100.00% |
08.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 58'000 | 58'000 | 58'147 | 58'147 | 29'316 CHF | 29'898 CHF | 100.00% | 100.00% |
05.07.2024 | 1.88% | 0.58 CHF | 0.59 CHF | 59'000 | 59'000 | 58'354 | 58'354 | 30'813 CHF | 31'397 CHF | 100.00% | 100.00% |
04.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 58'000 | 58'000 | 58'046 | 58'046 | 28'954 CHF | 29'534 CHF | 100.00% | 100.00% |
03.07.2024 | 1.89% | 0.49 CHF | 0.50 CHF | 58'000 | 58'000 | 58'284 | 58'284 | 30'621 CHF | 31'204 CHF | 100.00% | 100.00% |
02.07.2024 | 1.55% | 0.56 CHF | 0.57 CHF | 59'000 | 59'000 | 59'378 | 59'378 | 38'408 CHF | 39'002 CHF | 100.00% | 100.00% |