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 | 2.12% | 0.73 CHF | 0.74 CHF | 152'000 | 152'000 | 68'077 | 68'077 | 49'167 CHF | 50'051 CHF | 99.88% | 99.88% |
12.07.2024 | 2.25% | 0.70 CHF | 0.71 CHF | 153'000 | 153'000 | 69'074 | 69'074 | 47'569 CHF | 48'468 CHF | 100.00% | 100.00% |
11.07.2024 | 2.33% | 0.65 CHF | 0.66 CHF | 155'000 | 155'000 | 69'487 | 69'487 | 45'228 CHF | 46'132 CHF | 99.98% | 99.98% |
10.07.2024 | 2.17% | 0.64 CHF | 0.65 CHF | 154'000 | 154'000 | 68'117 | 68'117 | 46'864 CHF | 47'755 CHF | 99.55% | 99.55% |
09.07.2024 | 1.99% | 0.75 CHF | 0.76 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 51'569 CHF | 52'447 CHF | 100.00% | 100.00% |
08.07.2024 | 1.93% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 67'208 | 67'208 | 53'219 CHF | 54'095 CHF | 99.88% | 99.88% |
05.07.2024 | 1.95% | 0.79 CHF | 0.80 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 52'659 CHF | 53'534 CHF | 100.00% | 100.00% |
04.07.2024 | 1.94% | 0.78 CHF | 0.79 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 37'683 CHF | 38'368 CHF | 100.00% | 100.00% |
03.07.2024 | 2.00% | 0.79 CHF | 0.80 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 52'019 CHF | 52'894 CHF | 100.00% | 100.00% |
02.07.2024 | 2.22% | 0.72 CHF | 0.73 CHF | 151'000 | 151'000 | 67'881 | 67'881 | 47'265 CHF | 48'147 CHF | 100.00% | 100.00% |