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 | 2.16% | 0.71 CHF | 0.72 CHF | 152'000 | 152'000 | 68'070 | 68'070 | 48'167 CHF | 49'051 CHF | 100.00% | 100.00% |
12.07.2024 | 2.30% | 0.69 CHF | 0.70 CHF | 153'000 | 153'000 | 69'076 | 69'076 | 46'439 CHF | 47'339 CHF | 100.00% | 100.00% |
11.07.2024 | 2.38% | 0.63 CHF | 0.64 CHF | 155'000 | 155'000 | 69'504 | 69'504 | 44'127 CHF | 45'031 CHF | 100.00% | 100.00% |
10.07.2024 | 2.23% | 0.63 CHF | 0.64 CHF | 154'000 | 154'000 | 67'947 | 67'947 | 45'622 CHF | 46'512 CHF | 100.00% | 100.00% |
09.07.2024 | 2.03% | 0.73 CHF | 0.74 CHF | 150'000 | 150'000 | 67'495 | 67'495 | 50'435 CHF | 51'313 CHF | 100.00% | 100.00% |
08.07.2024 | 1.97% | 0.76 CHF | 0.77 CHF | 150'000 | 150'000 | 67'296 | 67'296 | 52'203 CHF | 53'079 CHF | 100.00% | 100.00% |
05.07.2024 | 1.99% | 0.77 CHF | 0.78 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 51'448 CHF | 52'323 CHF | 100.00% | 100.00% |
04.07.2024 | 1.98% | 0.77 CHF | 0.78 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 36'813 CHF | 37'497 CHF | 100.00% | 100.00% |
03.07.2024 | 2.05% | 0.77 CHF | 0.78 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 50'880 CHF | 51'755 CHF | 100.00% | 100.00% |
02.07.2024 | 2.28% | 0.70 CHF | 0.71 CHF | 151'000 | 151'000 | 67'882 | 67'882 | 46'128 CHF | 47'010 CHF | 100.00% | 100.00% |