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 | 2.19% | 0.44 CHF | 0.45 CHF | 80'000 | 80'000 | 35'791 | 35'791 | 16'102 CHF | 16'460 CHF | 100.00% | 100.00% |
12.07.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 80'000 | 80'000 | 35'075 | 35'075 | 17'539 CHF | 17'893 CHF | 100.00% | 100.00% |
11.07.2024 | 3.08% | 0.41 CHF | 0.42 CHF | 80'000 | 80'000 | 35'619 | 35'619 | 12'611 CHF | 12'968 CHF | 100.00% | 100.00% |
10.07.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 82'000 | 82'000 | 36'813 | 36'813 | 10'547 CHF | 10'917 CHF | 99.90% | 99.90% |
09.07.2024 | 4.80% | 0.25 CHF | 0.26 CHF | 84'000 | 84'000 | 35'675 | 35'675 | 9'235 CHF | 9'608 CHF | 99.70% | 99.70% |
08.07.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 84'000 | 84'000 | 36'470 | 36'470 | 9'833 CHF | 10'209 CHF | 99.32% | 99.32% |
05.07.2024 | 3.57% | 0.24 CHF | 0.25 CHF | 84'000 | 84'000 | 37'463 | 37'463 | 9'960 CHF | 10'336 CHF | 99.90% | 99.90% |
04.07.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 33'000 | 33'000 | 26'668 | 26'668 | 7'540 CHF | 7'806 CHF | 99.57% | 99.57% |
03.07.2024 | 4.94% | 0.24 CHF | 0.25 CHF | 84'000 | 84'000 | 34'868 | 34'868 | 8'682 CHF | 9'057 CHF | 100.00% | 100.00% |
02.07.2024 | 5.09% | 0.19 CHF | 0.20 CHF | 84'000 | 84'000 | 37'449 | 37'449 | 7'364 CHF | 7'742 CHF | 100.00% | 100.00% |