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 | 3.07% | 0.84 CHF | 0.85 CHF | 88'000 | 88'000 | 39'571 | 39'571 | 32'801 CHF | 33'604 CHF | 100.00% | 100.00% |
12.07.2024 | 3.21% | 0.83 CHF | 0.84 CHF | 88'000 | 88'000 | 39'584 | 39'584 | 32'009 CHF | 32'812 CHF | 100.00% | 100.00% |
11.07.2024 | 3.39% | 0.77 CHF | 0.78 CHF | 89'000 | 89'000 | 40'229 | 40'229 | 30'460 CHF | 31'278 CHF | 99.82% | 99.82% |
10.07.2024 | 3.39% | 0.74 CHF | 0.75 CHF | 89'000 | 89'000 | 40'312 | 40'312 | 29'839 CHF | 30'660 CHF | 100.00% | 100.00% |
09.07.2024 | 3.29% | 0.77 CHF | 0.78 CHF | 89'000 | 89'000 | 39'767 | 39'767 | 30'566 CHF | 31'371 CHF | 99.73% | 99.73% |
08.07.2024 | 3.04% | 0.79 CHF | 0.80 CHF | 88'000 | 88'000 | 39'357 | 39'357 | 32'168 CHF | 32'965 CHF | 100.00% | 100.00% |
05.07.2024 | 3.14% | 0.80 CHF | 0.81 CHF | 88'000 | 88'000 | 39'445 | 39'445 | 31'713 CHF | 32'517 CHF | 99.70% | 99.70% |
04.07.2024 | 3.60% | 0.82 CHF | 0.85 CHF | 35'000 | 35'000 | 28'537 | 28'537 | 23'342 CHF | 24'198 CHF | 100.00% | 100.00% |
03.07.2024 | 3.16% | 0.84 CHF | 0.85 CHF | 87'000 | 87'000 | 39'440 | 39'440 | 32'153 CHF | 32'955 CHF | 99.99% | 99.99% |
02.07.2024 | 3.15% | 0.80 CHF | 0.81 CHF | 88'000 | 88'000 | 39'302 | 39'302 | 31'651 CHF | 32'447 CHF | 100.00% | 100.00% |