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 | 4.72% | 0.32 CHF | 0.33 CHF | 152'000 | 152'000 | 68'067 | 68'067 | 21'653 CHF | 22'537 CHF | 100.00% | 100.00% |
12.07.2024 | 5.47% | 0.30 CHF | 0.31 CHF | 153'000 | 153'000 | 69'076 | 69'076 | 19'555 CHF | 20'455 CHF | 100.00% | 100.00% |
11.07.2024 | 6.08% | 0.24 CHF | 0.25 CHF | 155'000 | 155'000 | 69'493 | 69'493 | 17'069 CHF | 17'993 CHF | 99.99% | 99.99% |
10.07.2024 | 5.02% | 0.24 CHF | 0.25 CHF | 154'000 | 154'000 | 67'943 | 67'943 | 19'086 CHF | 19'976 CHF | 100.00% | 100.00% |
09.07.2024 | 4.16% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 24'096 CHF | 24'974 CHF | 100.00% | 100.00% |
08.07.2024 | 3.88% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 67'294 | 67'294 | 26'011 CHF | 26'888 CHF | 100.00% | 100.00% |
05.07.2024 | 3.99% | 0.38 CHF | 0.39 CHF | 149'000 | 149'000 | 67'230 | 67'230 | 25'225 CHF | 26'101 CHF | 100.00% | 100.00% |
04.07.2024 | 4.02% | 0.38 CHF | 0.39 CHF | 60'000 | 60'000 | 48'297 | 48'297 | 17'947 CHF | 18'631 CHF | 100.00% | 100.00% |
03.07.2024 | 4.25% | 0.38 CHF | 0.39 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 24'566 CHF | 25'441 CHF | 100.00% | 100.00% |
02.07.2024 | 5.38% | 0.31 CHF | 0.32 CHF | 151'000 | 151'000 | 67'880 | 67'880 | 19'513 CHF | 20'395 CHF | 100.00% | 100.00% |