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 | 4.82% | 0.32 CHF | 0.33 CHF | 152'000 | 152'000 | 68'067 | 68'067 | 21'166 CHF | 22'050 CHF | 100.00% | 100.00% |
12.07.2024 | 5.57% | 0.29 CHF | 0.30 CHF | 153'000 | 153'000 | 69'073 | 69'073 | 19'179 CHF | 20'078 CHF | 100.00% | 100.00% |
11.07.2024 | 6.30% | 0.24 CHF | 0.25 CHF | 155'000 | 155'000 | 69'501 | 69'501 | 16'618 CHF | 17'547 CHF | 100.00% | 100.00% |
10.07.2024 | 5.11% | 0.23 CHF | 0.24 CHF | 154'000 | 154'000 | 67'979 | 67'979 | 18'707 CHF | 19'597 CHF | 99.91% | 99.91% |
09.07.2024 | 4.22% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 23'738 CHF | 24'616 CHF | 100.00% | 100.00% |
08.07.2024 | 3.94% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 67'208 | 67'208 | 25'542 CHF | 26'417 CHF | 99.88% | 99.88% |
05.07.2024 | 4.04% | 0.38 CHF | 0.39 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 24'882 CHF | 25'757 CHF | 100.00% | 100.00% |
04.07.2024 | 4.06% | 0.37 CHF | 0.38 CHF | 60'000 | 60'000 | 48'297 | 48'297 | 17'797 CHF | 18'482 CHF | 100.00% | 100.00% |
03.07.2024 | 4.29% | 0.37 CHF | 0.38 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 24'239 CHF | 25'114 CHF | 100.00% | 100.00% |
02.07.2024 | 5.48% | 0.30 CHF | 0.31 CHF | 151'000 | 151'000 | 67'881 | 67'881 | 19'099 CHF | 19'981 CHF | 100.00% | 100.00% |