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 | 1.90% | 0.81 CHF | 0.82 CHF | 152'000 | 152'000 | 68'069 | 68'069 | 54'983 CHF | 55'867 CHF | 100.00% | 100.00% |
12.07.2024 | 2.01% | 0.79 CHF | 0.80 CHF | 153'000 | 153'000 | 69'076 | 69'076 | 53'355 CHF | 54'255 CHF | 100.00% | 100.00% |
11.07.2024 | 2.06% | 0.73 CHF | 0.74 CHF | 155'000 | 155'000 | 69'684 | 69'684 | 51'219 CHF | 52'124 CHF | 99.41% | 99.41% |
10.07.2024 | 1.95% | 0.73 CHF | 0.74 CHF | 154'000 | 154'000 | 67'947 | 67'947 | 52'473 CHF | 53'363 CHF | 100.00% | 100.00% |
09.07.2024 | 1.80% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 57'218 CHF | 58'096 CHF | 100.00% | 100.00% |
08.07.2024 | 1.74% | 0.86 CHF | 0.87 CHF | 150'000 | 150'000 | 67'295 | 67'295 | 58'956 CHF | 59'832 CHF | 100.00% | 100.00% |
05.07.2024 | 1.76% | 0.87 CHF | 0.88 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 58'203 CHF | 59'079 CHF | 100.00% | 100.00% |
04.07.2024 | 1.76% | 0.87 CHF | 0.88 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 41'669 CHF | 42'354 CHF | 100.00% | 100.00% |
03.07.2024 | 1.80% | 0.87 CHF | 0.88 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 57'691 CHF | 58'566 CHF | 100.00% | 100.00% |
02.07.2024 | 1.98% | 0.80 CHF | 0.81 CHF | 151'000 | 151'000 | 67'882 | 67'882 | 52'984 CHF | 53'866 CHF | 100.00% | 100.00% |