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 | 1.92% | 0.53 CHF | 0.54 CHF | 97'400 | 97'400 | 53'721 | 53'721 | 28'170 CHF | 28'708 CHF | 99.99% | 99.99% |
12.07.2024 | 2.15% | 0.50 CHF | 0.51 CHF | 103'500 | 103'500 | 57'379 | 57'379 | 27'388 CHF | 27'963 CHF | 99.94% | 99.94% |
11.07.2024 | 2.21% | 0.48 CHF | 0.49 CHF | 109'400 | 109'400 | 59'889 | 59'889 | 27'988 CHF | 28'593 CHF | 99.42% | 99.42% |
10.07.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 125'300 | 125'300 | 68'057 | 68'057 | 29'904 CHF | 30'586 CHF | 99.84% | 99.84% |
09.07.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 126'500 | 126'500 | 69'836 | 69'836 | 28'674 CHF | 29'374 CHF | 99.66% | 99.66% |
08.07.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 68'792 | 68'792 | 27'879 CHF | 28'570 CHF | 100.00% | 100.00% |
05.07.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 127'900 | 127'900 | 70'348 | 70'348 | 30'120 CHF | 30'826 CHF | 99.53% | 99.53% |
04.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 64'000 | 64'000 | 57'123 | 57'123 | 23'329 CHF | 23'900 CHF | 98.94% | 98.94% |
03.07.2024 | 2.72% | 0.41 CHF | 0.42 CHF | 142'900 | 142'900 | 77'346 | 77'346 | 29'122 CHF | 29'897 CHF | 98.22% | 98.22% |
02.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 144'300 | 144'300 | 79'184 | 79'184 | 27'245 CHF | 28'038 CHF | 100.00% | 100.00% |