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 | 2.32% | 0.62 CHF | 0.63 CHF | 101'400 | 101'400 | 44'422 | 44'422 | 28'907 CHF | 29'484 CHF | 100.00% | 100.00% |
12.07.2024 | 1.65% | 0.83 CHF | 0.84 CHF | 91'000 | 91'000 | 39'526 | 39'526 | 36'271 CHF | 36'785 CHF | 99.99% | 99.99% |
11.07.2024 | 1.80% | 0.90 CHF | 0.91 CHF | 95'500 | 95'500 | 42'725 | 42'725 | 37'438 CHF | 37'992 CHF | 99.99% | 99.99% |
10.07.2024 | 1.96% | 0.77 CHF | 0.78 CHF | 106'000 | 106'000 | 46'446 | 46'446 | 37'022 CHF | 37'620 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 0.63 CHF | 0.64 CHF | 138'500 | 138'500 | 65'005 | 65'005 | 35'697 CHF | 36'349 CHF | 100.00% | 100.00% |
08.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 140'800 | 140'800 | 63'029 | 63'029 | 33'499 CHF | 34'131 CHF | 100.00% | 100.00% |
05.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 135'500 | 135'500 | 60'609 | 60'609 | 32'816 CHF | 33'423 CHF | 100.00% | 100.00% |
04.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 52'800 | 52'800 | 42'275 | 42'275 | 24'173 CHF | 24'595 CHF | 100.00% | 100.00% |
03.07.2024 | 1.86% | 0.57 CHF | 0.58 CHF | 145'900 | 145'900 | 66'532 | 66'530 | 36'786 CHF | 37'453 CHF | 99.80% | 99.80% |
02.07.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 157'200 | 157'200 | 70'364 | 70'364 | 34'029 CHF | 34'734 CHF | 100.00% | 100.00% |