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 | 2.45% | 0.44 CHF | 0.45 CHF | 47'000 | 47'000 | 45'980 | 45'980 | 18'724 CHF | 19'185 CHF | 100.00% | 100.00% |
12.07.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 47'000 | 47'000 | 45'868 | 45'868 | 18'402 CHF | 18'861 CHF | 100.00% | 100.00% |
11.07.2024 | 2.35% | 0.37 CHF | 0.38 CHF | 46'000 | 46'000 | 46'268 | 46'268 | 19'700 CHF | 20'163 CHF | 99.56% | 99.56% |
10.07.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 47'000 | 47'000 | 46'755 | 46'755 | 24'425 CHF | 24'893 CHF | 100.00% | 100.00% |
09.07.2024 | 2.12% | 0.53 CHF | 0.54 CHF | 47'000 | 47'000 | 46'508 | 46'508 | 21'964 CHF | 22'429 CHF | 99.56% | 99.56% |
08.07.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 48'000 | 48'000 | 47'418 | 47'418 | 26'136 CHF | 26'610 CHF | 100.00% | 100.00% |
05.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 48'000 | 48'000 | 47'549 | 47'549 | 26'412 CHF | 26'888 CHF | 100.00% | 100.00% |
04.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 48'000 | 48'000 | 47'559 | 47'559 | 27'717 CHF | 28'194 CHF | 100.00% | 100.00% |
03.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 48'000 | 48'000 | 47'728 | 47'728 | 28'859 CHF | 29'337 CHF | 99.86% | 99.86% |
02.07.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 49'000 | 49'000 | 49'359 | 49'359 | 38'360 CHF | 38'854 CHF | 100.00% | 100.00% |