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 | 2.44% | 0.63 CHF | 0.64 CHF | 152'000 | 152'000 | 68'077 | 68'077 | 42'487 CHF | 43'371 CHF | 99.88% | 99.88% |
12.07.2024 | 2.63% | 0.61 CHF | 0.62 CHF | 153'000 | 153'000 | 69'078 | 69'078 | 40'723 CHF | 41'623 CHF | 100.00% | 100.00% |
11.07.2024 | 2.73% | 0.55 CHF | 0.56 CHF | 155'000 | 155'000 | 69'505 | 69'505 | 38'377 CHF | 39'281 CHF | 100.00% | 100.00% |
10.07.2024 | 2.52% | 0.54 CHF | 0.55 CHF | 154'000 | 154'000 | 68'116 | 68'116 | 40'114 CHF | 41'005 CHF | 99.55% | 99.55% |
09.07.2024 | 2.28% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 44'873 CHF | 45'751 CHF | 100.00% | 100.00% |
08.07.2024 | 2.20% | 0.67 CHF | 0.68 CHF | 150'000 | 150'000 | 67'298 | 67'298 | 46'642 CHF | 47'519 CHF | 99.99% | 99.99% |
05.07.2024 | 2.22% | 0.69 CHF | 0.70 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 45'981 CHF | 46'856 CHF | 100.00% | 100.00% |
04.07.2024 | 2.22% | 0.68 CHF | 0.69 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 32'858 CHF | 33'543 CHF | 100.00% | 100.00% |
03.07.2024 | 2.30% | 0.69 CHF | 0.70 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 45'342 CHF | 46'217 CHF | 100.00% | 100.00% |
02.07.2024 | 2.59% | 0.62 CHF | 0.63 CHF | 151'000 | 151'000 | 67'882 | 67'882 | 40'509 CHF | 41'391 CHF | 100.00% | 100.00% |