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 | 3.11% | 0.49 CHF | 0.50 CHF | 152'000 | 152'000 | 68'068 | 68'068 | 33'292 CHF | 34'176 CHF | 100.00% | 100.00% |
12.07.2024 | 3.39% | 0.47 CHF | 0.48 CHF | 153'000 | 153'000 | 69'074 | 69'074 | 31'500 CHF | 32'399 CHF | 100.00% | 100.00% |
11.07.2024 | 3.59% | 0.41 CHF | 0.42 CHF | 155'000 | 155'000 | 69'501 | 69'501 | 29'000 CHF | 29'904 CHF | 100.00% | 100.00% |
10.07.2024 | 3.22% | 0.41 CHF | 0.42 CHF | 154'000 | 154'000 | 68'032 | 68'032 | 30'874 CHF | 31'764 CHF | 99.66% | 99.66% |
09.07.2024 | 2.84% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 35'811 CHF | 36'689 CHF | 100.00% | 100.00% |
08.07.2024 | 2.72% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 67'294 | 67'294 | 37'542 CHF | 38'419 CHF | 100.00% | 100.00% |
05.07.2024 | 2.76% | 0.55 CHF | 0.56 CHF | 149'000 | 149'000 | 67'250 | 67'250 | 36'862 CHF | 37'738 CHF | 99.97% | 99.97% |
04.07.2024 | 2.76% | 0.55 CHF | 0.56 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 26'339 CHF | 27'023 CHF | 100.00% | 100.00% |
03.07.2024 | 2.87% | 0.55 CHF | 0.56 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 36'223 CHF | 37'098 CHF | 100.00% | 100.00% |
02.07.2024 | 3.36% | 0.48 CHF | 0.49 CHF | 151'000 | 151'000 | 67'880 | 67'880 | 31'267 CHF | 32'149 CHF | 100.00% | 100.00% |