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 | 1.87% | 0.83 CHF | 0.84 CHF | 152'000 | 152'000 | 68'070 | 68'070 | 55'893 CHF | 56'777 CHF | 100.00% | 100.00% |
12.07.2024 | 1.97% | 0.80 CHF | 0.81 CHF | 153'000 | 153'000 | 69'074 | 69'074 | 54'422 CHF | 55'322 CHF | 100.00% | 100.00% |
11.07.2024 | 2.03% | 0.74 CHF | 0.75 CHF | 155'000 | 155'000 | 69'491 | 69'491 | 52'061 CHF | 52'964 CHF | 99.98% | 99.98% |
10.07.2024 | 1.91% | 0.74 CHF | 0.75 CHF | 154'000 | 154'000 | 68'036 | 68'036 | 53'548 CHF | 54'439 CHF | 99.68% | 99.68% |
09.07.2024 | 1.77% | 0.85 CHF | 0.86 CHF | 150'000 | 150'000 | 67'495 | 67'495 | 58'236 CHF | 59'114 CHF | 100.00% | 100.00% |
08.07.2024 | 1.72% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 67'210 | 67'210 | 59'848 CHF | 60'723 CHF | 99.88% | 99.88% |
05.07.2024 | 1.73% | 0.89 CHF | 0.90 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 59'276 CHF | 60'151 CHF | 100.00% | 100.00% |
04.07.2024 | 1.72% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 42'508 CHF | 43'193 CHF | 100.00% | 100.00% |
03.07.2024 | 1.78% | 0.89 CHF | 0.90 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 58'662 CHF | 59'537 CHF | 100.00% | 100.00% |
02.07.2024 | 1.95% | 0.82 CHF | 0.83 CHF | 151'000 | 151'000 | 67'882 | 67'882 | 54'012 CHF | 54'894 CHF | 100.00% | 100.00% |