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 | 3.78% | 0.55 CHF | 0.57 CHF | 97'000 | 97'000 | 96'255 | 96'255 | 49'967 CHF | 51'893 CHF | 100.00% | 100.00% |
12.07.2024 | 3.84% | 0.53 CHF | 0.55 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 49'286 CHF | 51'211 CHF | 100.00% | 100.00% |
11.07.2024 | 3.63% | 0.49 CHF | 0.51 CHF | 96'000 | 96'000 | 96'669 | 96'669 | 52'458 CHF | 54'392 CHF | 100.00% | 100.00% |
10.07.2024 | 3.08% | 0.61 CHF | 0.63 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 63'074 CHF | 65'048 CHF | 100.00% | 100.00% |
09.07.2024 | 3.34% | 0.65 CHF | 0.67 CHF | 99'000 | 99'000 | 97'660 | 97'660 | 57'695 CHF | 59'648 CHF | 99.74% | 99.74% |
08.07.2024 | 2.95% | 0.68 CHF | 0.70 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 66'198 CHF | 68'179 CHF | 99.32% | 99.32% |
05.07.2024 | 2.93% | 0.67 CHF | 0.69 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 66'642 CHF | 68'626 CHF | 100.00% | 100.00% |
04.07.2024 | 2.82% | 0.69 CHF | 0.71 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 69'704 CHF | 71'699 CHF | 99.65% | 99.65% |
03.07.2024 | 2.74% | 0.73 CHF | 0.75 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 72'208 CHF | 74'211 CHF | 100.00% | 100.00% |
02.07.2024 | 2.22% | 0.85 CHF | 0.87 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 92'315 CHF | 94'389 CHF | 100.00% | 100.00% |