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 | 3.35% | 0.45 CHF | 0.46 CHF | 152'000 | 152'000 | 68'067 | 68'067 | 31'197 CHF | 32'081 CHF | 100.00% | 100.00% |
12.07.2024 | 3.05% | 0.48 CHF | 0.49 CHF | 153'000 | 153'000 | 69'073 | 69'073 | 34'065 CHF | 34'964 CHF | 100.00% | 100.00% |
11.07.2024 | 2.91% | 0.54 CHF | 0.55 CHF | 155'000 | 155'000 | 69'495 | 69'495 | 36'951 CHF | 37'854 CHF | 99.99% | 99.99% |
10.07.2024 | 3.32% | 0.55 CHF | 0.56 CHF | 154'000 | 154'000 | 67'985 | 67'985 | 34'029 CHF | 34'918 CHF | 99.69% | 99.69% |
09.07.2024 | 3.65% | 0.44 CHF | 0.45 CHF | 150'000 | 150'000 | 67'495 | 67'495 | 28'691 CHF | 29'569 CHF | 100.00% | 100.00% |
08.07.2024 | 3.88% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 67'314 | 67'314 | 26'763 CHF | 27'640 CHF | 99.72% | 99.72% |
05.07.2024 | 3.75% | 0.41 CHF | 0.42 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 27'648 CHF | 28'523 CHF | 100.00% | 100.00% |
04.07.2024 | 3.59% | 0.41 CHF | 0.42 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 20'215 CHF | 20'900 CHF | 100.00% | 100.00% |
03.07.2024 | 3.50% | 0.41 CHF | 0.42 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 28'587 CHF | 29'462 CHF | 100.00% | 100.00% |
02.07.2024 | 2.98% | 0.48 CHF | 0.49 CHF | 151'000 | 151'000 | 67'835 | 67'835 | 34'327 CHF | 35'209 CHF | 99.95% | 99.95% |