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 | 3.06% | 0.50 CHF | 0.51 CHF | 152'000 | 152'000 | 68'066 | 68'066 | 33'760 CHF | 34'644 CHF | 100.00% | 100.00% |
12.07.2024 | 3.37% | 0.48 CHF | 0.49 CHF | 153'000 | 153'000 | 69'076 | 69'076 | 31'791 CHF | 32'691 CHF | 100.00% | 100.00% |
11.07.2024 | 3.54% | 0.42 CHF | 0.43 CHF | 155'000 | 155'000 | 69'501 | 69'501 | 29'413 CHF | 30'316 CHF | 100.00% | 100.00% |
10.07.2024 | 3.19% | 0.41 CHF | 0.42 CHF | 154'000 | 154'000 | 67'943 | 67'943 | 31'200 CHF | 32'090 CHF | 100.00% | 100.00% |
09.07.2024 | 2.81% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 36'130 CHF | 37'008 CHF | 100.00% | 100.00% |
08.07.2024 | 2.69% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 67'315 | 67'315 | 37'966 CHF | 38'843 CHF | 99.70% | 99.70% |
05.07.2024 | 2.73% | 0.56 CHF | 0.57 CHF | 149'000 | 149'000 | 67'232 | 67'232 | 37'259 CHF | 38'134 CHF | 100.00% | 100.00% |
04.07.2024 | 2.74% | 0.55 CHF | 0.56 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 26'578 CHF | 27'263 CHF | 100.00% | 100.00% |
03.07.2024 | 2.85% | 0.56 CHF | 0.57 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 36'605 CHF | 37'480 CHF | 100.00% | 100.00% |
02.07.2024 | 3.32% | 0.49 CHF | 0.50 CHF | 151'000 | 151'000 | 67'881 | 67'881 | 31'656 CHF | 32'538 CHF | 100.00% | 100.00% |