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 | 5.30% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 22'185 CHF | 23'161 CHF | 100.00% | 100.00% |
12.07.2024 | 4.55% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 54'683 | 54'683 | 21'206 CHF | 22'036 CHF | 100.00% | 100.00% |
11.07.2024 | 5.16% | 0.35 CHF | 0.36 CHF | 122'000 | 122'000 | 55'187 | 55'187 | 18'909 CHF | 19'746 CHF | 99.81% | 99.81% |
10.07.2024 | 4.90% | 0.34 CHF | 0.35 CHF | 122'000 | 122'000 | 54'895 | 54'895 | 19'412 CHF | 20'245 CHF | 100.00% | 100.00% |
09.07.2024 | 5.36% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 53'769 | 53'769 | 22'345 CHF | 23'317 CHF | 99.73% | 99.73% |
08.07.2024 | 4.63% | 0.47 CHF | 0.48 CHF | 118'000 | 118'000 | 53'239 | 53'239 | 25'904 CHF | 26'872 CHF | 99.99% | 99.99% |
05.07.2024 | 4.53% | 0.49 CHF | 0.50 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 25'867 CHF | 26'814 CHF | 99.81% | 99.81% |
04.07.2024 | 4.83% | 0.52 CHF | 0.54 CHF | 47'000 | 47'000 | 37'436 | 37'436 | 19'233 CHF | 20'136 CHF | 99.98% | 99.98% |
03.07.2024 | 4.29% | 0.51 CHF | 0.52 CHF | 116'000 | 116'000 | 52'040 | 52'040 | 27'599 CHF | 28'542 CHF | 99.98% | 99.98% |
02.07.2024 | 4.21% | 0.53 CHF | 0.54 CHF | 116'000 | 116'000 | 51'753 | 51'753 | 27'870 CHF | 28'808 CHF | 100.00% | 100.00% |